+429.7%
CLS vs ZBH
+309.2%
+120.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.9% |
| 7D | +16.3% | -2.3% | +18.5% | +17.3% |
| 30D | -25.7% | +12.5% | -38.1% | -29.9% |
| 3M | -30.9% | +3.9% | -34.8% | -33.3% |
| 6M | -35.5% | +25.4% | -60.9% | -43.2% |
| YTD | -18.7% | +15.7% | -34.4% | -26.5% |
| 1Y | -17.9% | +15.2% | -33.1% | -25.5% |
| 3Y | +838.1% | +0.3% | +837.8% | +756.6% |
| 5Y | +1,971.9% | -16.1% | +1,988.0% | +1,928.1% |
| 10Y | +1,907.9% | +17.8% | +1,890.0% | +1,559.0% |
| All | +429.7% | +309.2% | +120.5% | +157.2% |
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