+35.2%
CMS vs ZBH
-19.5%
+54.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.3% |
| 7D | +1.2% | -5.2% | +6.4% | +2.3% |
| 30D | -3.2% | -2.4% | -0.7% | -2.8% |
| 3M | -2.2% | +8.3% | -10.5% | -4.0% |
| 6M | -9.4% | +0.7% | -10.1% | -10.0% |
| YTD | +0.7% | +5.3% | -4.7% | -1.0% |
| 1Y | +0.4% | -9.1% | +9.4% | +1.4% |
| 3Y | +35.2% | -19.7% | +54.9% | +42.7% |
| All | +35.2% | -19.5% | +54.7% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling