-17.9%
CLS vs ZBH
+16.6%
-34.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.7% |
| 7D | +16.3% | -2.3% | +18.5% | +15.5% |
| 30D | -25.7% | +12.5% | -38.1% | -22.4% |
| 3M | -30.9% | +3.9% | -34.8% | -28.4% |
| 6M | -35.5% | +25.4% | -60.9% | -34.6% |
| YTD | -18.7% | +15.7% | -34.4% | -12.3% |
| 1Y | -17.9% | +15.2% | -33.1% | -11.0% |
| All | -17.9% | +16.6% | -34.5% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling