+17.0%
CDNS vs ZBH
-19.7%
+36.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -7.2% | -4.9% | -2.3% | -6.6% |
| 30D | -14.3% | -3.2% | -11.0% | -13.9% |
| 3M | -27.2% | +5.8% | -33.0% | -27.8% |
| 6M | -4.5% | +2.0% | -6.5% | -4.9% |
| YTD | -9.0% | +5.8% | -14.7% | -9.8% |
| 1Y | -21.3% | -7.9% | -13.4% | -20.7% |
| All | +17.0% | -19.7% | +36.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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