+9,479.1%
CMI vs ZBH
+269.7%
+9,209.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -0.7% | -4.7% | +4.0% | +1.5% |
| 30D | -12.4% | -4.5% | -7.9% | -10.7% |
| 3M | -14.8% | +7.6% | -22.3% | -18.7% |
| 6M | +0.8% | +0.3% | +0.5% | -1.3% |
| YTD | +10.2% | +4.5% | +5.7% | +5.4% |
| 1Y | +37.4% | -9.4% | +46.8% | +38.9% |
| 3Y | +153.3% | -21.5% | +174.8% | +167.1% |
| 5Y | +167.6% | -28.4% | +196.0% | +187.7% |
| 10Y | +514.4% | -16.5% | +530.9% | +455.1% |
| All | +9,479.1% | +269.7% | +9,209.4% | +3,836.0% |
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 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