+2,089.9%
CLS vs ZBH
-15.5%
+2,105.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +4.8% |
| 7D | +23.5% | -2.1% | +25.7% | +23.8% |
| 30D | -28.9% | +13.6% | -42.5% | -30.0% |
| 3M | -25.2% | +7.1% | -32.3% | -25.9% |
| 6M | -32.1% | +26.1% | -58.2% | -35.4% |
| YTD | -14.1% | +17.2% | -31.3% | -16.8% |
| 1Y | -24.1% | +17.4% | -41.5% | -26.4% |
| 3Y | +897.0% | +2.0% | +894.9% | +849.4% |
| 5Y | +2,089.9% | -15.0% | +2,104.9% | +2,166.0% |
| All | +2,089.9% | -15.5% | +2,105.4% | +2,166.0% |
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