+272.2%
CME vs ZBH
-17.1%
+289.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | -2.4% | -6.6% | +4.2% | -0.6% |
| 30D | +6.2% | -4.9% | +11.1% | +7.5% |
| 3M | +4.4% | +5.1% | -0.7% | +2.6% |
| 6M | -9.6% | +1.3% | -11.0% | -10.7% |
| YTD | +3.8% | +3.4% | +0.4% | +1.8% |
| 1Y | +9.5% | -8.7% | +18.2% | +10.6% |
| 3Y | +51.9% | -21.2% | +73.1% | +57.4% |
| 5Y | +78.7% | -29.2% | +107.9% | +88.5% |
| All | +272.2% | -17.1% | +289.4% | +239.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling