-3.1%
CMG vs ZBH
-28.6%
+25.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -2.1% | -4.7% | +2.6% | -0.6% |
| 30D | +10.9% | -4.5% | +15.4% | +12.5% |
| 3M | +15.8% | +7.6% | +8.3% | +12.7% |
| 6M | +6.9% | +0.3% | +6.7% | +6.1% |
| YTD | -2.2% | +4.5% | -6.7% | -4.5% |
| 1Y | -7.1% | -9.4% | +2.3% | -5.5% |
| 3Y | -7.1% | -21.5% | +14.4% | -1.9% |
| All | -3.1% | -28.6% | +25.6% | -3.0% |
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