+136.2%
CMS vs ZBH
+19.2%
+117.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | -1.3% | -2.1% | +0.9% | -0.8% |
| 30D | +5.3% | +13.6% | -8.3% | +2.3% |
| 3M | -0.3% | +7.1% | -7.4% | -2.1% |
| 6M | -4.0% | +26.1% | -30.1% | -9.1% |
| YTD | +2.1% | +17.2% | -15.1% | -2.1% |
| 1Y | -4.7% | +17.4% | -22.1% | -8.8% |
| 3Y | +36.8% | +2.0% | +34.8% | +33.5% |
| 5Y | +34.9% | -15.0% | +49.8% | +35.2% |
| All | +136.2% | +19.2% | +117.0% | +111.6% |
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 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