+140.2%
CMS vs ZBH
+17.7%
+122.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | +1.7% | -2.3% | +4.0% | +2.2% |
| 30D | +6.2% | +12.5% | -6.3% | +3.4% |
| 3M | +0.6% | +3.9% | -3.3% | -0.5% |
| 6M | -1.8% | +25.4% | -27.2% | -6.9% |
| YTD | +3.8% | +15.7% | -11.9% | -0.2% |
| 1Y | -1.8% | +15.2% | -16.9% | -5.6% |
| 3Y | +39.8% | +0.3% | +39.5% | +36.9% |
| 5Y | +37.1% | -16.1% | +53.2% | +37.9% |
| All | +140.2% | +17.7% | +122.5% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling