+117.7%
CMS vs ZBH
-17.1%
+134.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -1.3% | -6.6% | +5.2% | 0.0% |
| 30D | -2.8% | -4.9% | +2.1% | -1.9% |
| 3M | -7.1% | +5.1% | -12.2% | -8.3% |
| 6M | -10.0% | +1.3% | -11.4% | -10.7% |
| YTD | -0.9% | +3.4% | -4.3% | -2.2% |
| 1Y | -2.0% | -8.7% | +6.7% | -1.1% |
| 3Y | +33.0% | -21.2% | +54.2% | +37.2% |
| 5Y | +24.3% | -29.2% | +53.5% | +29.3% |
| All | +117.7% | -17.1% | +134.9% | +110.8% |
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