+459.9%
CLS vs ZBH
+314.6%
+145.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +5.6% |
| 7D | +23.5% | -2.1% | +25.7% | +24.6% |
| 30D | -28.9% | +13.6% | -42.5% | -33.3% |
| 3M | -25.2% | +7.1% | -32.3% | -28.7% |
| 6M | -32.1% | +26.1% | -58.2% | -40.4% |
| YTD | -14.1% | +17.2% | -31.3% | -22.7% |
| 1Y | -24.1% | +17.4% | -41.5% | -31.7% |
| 3Y | +897.0% | +2.0% | +894.9% | +804.0% |
| 5Y | +2,089.9% | -15.0% | +2,104.9% | +2,032.4% |
| 10Y | +2,022.2% | +19.4% | +2,002.8% | +1,644.3% |
| All | +459.9% | +314.6% | +145.3% | +170.4% |
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