+66.4%
CME vs ZBH
-0.3%
+66.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | +3.9% | -2.3% | +6.2% | +4.1% |
| 30D | +11.3% | +12.5% | -1.1% | +10.5% |
| 3M | +19.6% | +3.9% | +15.6% | +19.1% |
| 6M | +8.1% | +25.4% | -17.4% | +6.9% |
| YTD | +20.4% | +15.7% | +4.7% | +19.4% |
| 1Y | +16.5% | +15.2% | +1.3% | +15.5% |
| 3Y | +66.4% | +0.3% | +66.1% | +67.7% |
| All | +66.4% | -0.3% | +66.8% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling