+7,384.4%
CME vs ZBH
+227.8%
+7,156.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.3% |
| 7D | -0.6% | +11.3% | -11.8% | -4.4% |
| 30D | +8.5% | +21.5% | -13.0% | +1.2% |
| 3M | +16.0% | +12.5% | +3.5% | +10.9% |
| 6M | +9.3% | +32.3% | -22.9% | -1.7% |
| YTD | +15.3% | +21.4% | -6.1% | +5.9% |
| 1Y | +14.4% | +23.7% | -9.3% | +4.3% |
| 3Y | +59.9% | +7.0% | +52.9% | +48.5% |
| 5Y | +69.4% | -13.2% | +82.6% | +66.4% |
| 10Y | +299.5% | +19.3% | +280.2% | +226.9% |
| All | +7,384.4% | +227.8% | +7,156.6% | +3,830.1% |
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