-29.5%
ZBH vs CPB
-38.1%
+8.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -4.9% | -8.0% | +3.1% | -3.4% |
| 30D | -3.2% | -2.4% | -0.8% | -2.9% |
| 3M | +5.8% | +0.5% | +5.3% | +5.5% |
| 6M | +2.0% | -10.5% | +12.4% | +3.6% |
| YTD | +5.8% | -17.5% | +23.3% | +9.0% |
| 1Y | -7.9% | -31.0% | +23.1% | -2.0% |
| 3Y | -19.4% | -40.6% | +21.3% | -12.5% |
| 5Y | -29.5% | -37.7% | +8.2% | -25.8% |
| All | -29.5% | -38.1% | +8.6% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling