+523.7%
CL vs ZBH
+318.7%
+205.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +1.3% | +11.7% | -10.4% | -1.1% |
| 30D | +11.4% | +19.3% | -8.0% | +7.2% |
| 3M | +4.4% | +8.9% | -4.5% | +2.4% |
| 6M | +10.8% | +28.2% | -17.4% | +4.8% |
| YTD | +25.1% | +18.4% | +6.8% | +19.9% |
| 1Y | +28.0% | +20.6% | +7.4% | +22.1% |
| 3Y | +37.6% | -0.6% | +38.2% | +35.0% |
| 5Y | +39.7% | -19.7% | +59.5% | +41.6% |
| 10Y | +75.8% | +14.7% | +61.1% | +58.9% |
| All | +523.7% | +318.7% | +205.0% | +323.0% |
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