+76.1%
CME vs ZBH
-31.0%
+107.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.6% | -4.9% | +4.3% | 0.0% |
| 30D | +4.7% | -3.2% | +7.9% | +5.1% |
| 3M | +7.8% | +5.8% | +2.0% | +6.9% |
| 6M | -11.0% | +2.0% | -13.0% | -11.5% |
| YTD | +4.0% | +5.8% | -1.8% | +2.8% |
| 1Y | +9.1% | -7.9% | +17.1% | +9.8% |
| 3Y | +52.3% | -19.4% | +71.6% | +56.2% |
| 5Y | +76.1% | -29.5% | +105.6% | +83.4% |
| All | +76.1% | -31.0% | +107.0% | +83.4% |
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 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