+1,362.9%
CDNS vs ZBH
+309.2%
+1,053.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | +1.0% | -2.3% | +3.2% | +1.9% |
| 30D | -2.0% | +12.5% | -14.4% | -7.1% |
| 3M | -0.2% | +3.9% | -4.2% | -2.8% |
| 6M | -8.9% | +25.4% | -34.3% | -18.5% |
| YTD | +3.3% | +15.7% | -12.4% | -5.2% |
| 1Y | +2.2% | +15.2% | -13.0% | -6.2% |
| 3Y | +22.4% | +0.3% | +22.0% | +14.9% |
| 5Y | +78.0% | -16.1% | +94.1% | +78.7% |
| 10Y | +1,175.2% | +17.8% | +1,157.4% | +924.2% |
| All | +1,362.9% | +309.2% | +1,053.7% | +633.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling