+3,682.3%
CLS vs ZBH
-31.0%
+3,713.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +20.1% | -4.9% | +25.0% | +21.1% |
| 30D | +6.0% | -3.2% | +9.3% | +6.5% |
| 3M | -10.3% | +5.8% | -16.1% | -12.0% |
| 6M | +24.5% | +2.0% | +22.5% | +23.4% |
| YTD | +12.9% | +5.8% | +7.1% | +10.5% |
| 1Y | +36.7% | -7.9% | +44.6% | +37.7% |
| 3Y | +1,328.1% | -19.4% | +1,347.4% | +1,378.8% |
| 5Y | +3,682.3% | -29.5% | +3,711.8% | +3,913.0% |
| All | +3,682.3% | -31.0% | +3,713.3% | +3,913.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling