+34.6%
CMS vs ZBH
-17.0%
+51.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -0.5% | +11.7% | -12.2% | -3.0% |
| 30D | +7.2% | +19.3% | -12.1% | +3.0% |
| 3M | -1.3% | +8.9% | -10.2% | -3.4% |
| 6M | -4.3% | +28.2% | -32.5% | -9.9% |
| YTD | +2.1% | +18.4% | -16.3% | -2.5% |
| 1Y | -0.6% | +20.6% | -21.2% | -5.5% |
| 3Y | +38.0% | -0.6% | +38.7% | +35.8% |
| All | +34.6% | -17.0% | +51.6% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling