+53.4%
CL vs ZBH
-18.8%
+72.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.3% |
| 7D | -1.4% | -5.2% | +3.9% | -0.4% |
| 30D | -5.2% | -2.4% | -2.8% | -4.8% |
| 3M | +3.3% | +8.3% | -4.9% | +1.7% |
| 6M | -4.4% | +0.7% | -5.0% | -4.9% |
| YTD | +13.9% | +5.3% | +8.6% | +12.2% |
| 1Y | +7.6% | -9.1% | +16.7% | +8.6% |
| 3Y | +29.6% | -19.7% | +49.3% | +32.7% |
| 5Y | +28.1% | -31.3% | +59.3% | +33.4% |
| 10Y | +53.4% | -18.9% | +72.3% | +53.5% |
| All | +53.4% | -18.8% | +72.2% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling