+9,363.5%
CMI vs ZBH
+265.6%
+9,097.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.2% |
| 7D | +0.8% | -6.6% | +7.4% | +4.0% |
| 30D | -12.8% | -4.9% | -7.9% | -10.9% |
| 3M | -12.4% | +5.1% | -17.6% | -15.6% |
| 6M | -0.9% | +1.3% | -2.2% | -3.5% |
| YTD | +8.9% | +3.4% | +5.5% | +4.6% |
| 1Y | +37.7% | -8.7% | +46.4% | +38.6% |
| 3Y | +148.9% | -21.2% | +170.1% | +161.8% |
| 5Y | +164.4% | -29.2% | +193.6% | +185.7% |
| 10Y | +506.9% | -17.5% | +524.4% | +451.3% |
| All | +9,363.5% | +265.6% | +9,097.9% | +3,809.0% |
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