+0.3%
ZBH vs CPB
-35.1%
+35.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -2.1% |
| 7D | -2.3% | -1.6% | -0.7% | -1.9% |
| 30D | +12.5% | +19.2% | -6.7% | +7.9% |
| 3M | +3.9% | -0.9% | +4.9% | +3.8% |
| 6M | +25.4% | +15.2% | +10.2% | +21.0% |
| YTD | +15.7% | -13.1% | +28.8% | +18.1% |
| 1Y | +15.2% | -22.4% | +37.6% | +20.6% |
| 3Y | +0.3% | -35.3% | +35.6% | +10.1% |
| All | +0.3% | -35.1% | +35.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling