+470.1%
CL vs ZBH
+287.8%
+182.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.2% | -2.8% | +0.6% | -1.6% |
| 30D | -4.8% | -0.1% | -4.7% | -4.8% |
| 3M | +4.9% | +13.4% | -8.5% | +2.1% |
| 6M | -5.7% | +3.0% | -8.7% | -6.7% |
| YTD | +14.4% | +9.7% | +4.7% | +11.6% |
| 1Y | +8.7% | -5.4% | +14.1% | +8.9% |
| 3Y | +30.0% | -15.6% | +45.6% | +32.0% |
| 5Y | +28.4% | -28.1% | +56.5% | +33.2% |
| 10Y | +50.1% | -15.2% | +65.3% | +44.7% |
| All | +470.1% | +287.8% | +182.3% | +293.7% |
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