+454.6%
CMS vs ZBH
+318.7%
+136.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -0.5% | +11.7% | -12.2% | -3.4% |
| 30D | +7.2% | +19.3% | -12.1% | +2.4% |
| 3M | -1.3% | +8.9% | -10.2% | -3.7% |
| 6M | -4.3% | +28.2% | -32.5% | -10.6% |
| YTD | +2.1% | +18.4% | -16.3% | -3.1% |
| 1Y | -0.6% | +20.6% | -21.2% | -6.2% |
| 3Y | +38.0% | -0.6% | +38.7% | +34.8% |
| 5Y | +33.6% | -19.7% | +53.4% | +35.8% |
| 10Y | +128.6% | +14.7% | +113.9% | +101.7% |
| All | +454.6% | +318.7% | +136.0% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling