+1,312.5%
CLS vs ZBH
-19.5%
+1,332.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.9% | +9.6% | +5.3% |
| 7D | +12.8% | -5.2% | +18.0% | +12.4% |
| 30D | +3.8% | -2.4% | +6.2% | +3.6% |
| 3M | -14.6% | +8.3% | -22.9% | -14.4% |
| 6M | +32.2% | +0.7% | +31.6% | +32.8% |
| YTD | +11.6% | +5.3% | +6.3% | +12.6% |
| 1Y | +35.1% | -9.1% | +44.1% | +36.0% |
| 3Y | +1,312.5% | -19.7% | +1,332.2% | +1,374.7% |
| All | +1,312.5% | -19.5% | +1,332.1% | +1,374.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling