+165.0%
CMI vs ZBH
-28.6%
+193.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -0.7% | -4.7% | +4.0% | +0.3% |
| 30D | -12.4% | -4.5% | -7.9% | -11.6% |
| 3M | -14.8% | +7.6% | -22.3% | -16.8% |
| 6M | +0.8% | +0.3% | +0.5% | 0.0% |
| YTD | +10.2% | +4.5% | +5.7% | +7.9% |
| 1Y | +37.4% | -9.4% | +46.8% | +39.0% |
| 3Y | +153.3% | -21.5% | +174.8% | +164.8% |
| All | +165.0% | -28.6% | +193.6% | +175.6% |
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