+3,994.3%
CMG vs ZBH
+60.9%
+3,933.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -6.5% | -4.9% | -1.5% | -4.6% |
| 30D | +12.1% | -3.2% | +15.3% | +13.5% |
| 3M | +20.6% | +5.8% | +14.7% | +17.4% |
| 6M | +2.1% | +2.0% | +0.1% | +0.4% |
| YTD | -2.6% | +5.8% | -8.4% | -5.9% |
| 1Y | -8.7% | -7.9% | -0.8% | -7.4% |
| 3Y | -7.4% | -19.4% | +12.0% | -3.4% |
| 5Y | -5.7% | -29.5% | +23.8% | +2.6% |
| 10Y | +322.3% | -15.5% | +337.9% | +298.6% |
| All | +3,994.3% | +60.9% | +3,933.4% | +2,699.9% |
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