+444.4%
CMS vs ZBH
+287.8%
+156.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.4% | -2.8% | +3.2% | +1.1% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | -1.9% | +13.4% | -15.3% | -5.1% |
| 6M | -11.0% | +3.0% | -13.9% | -12.1% |
| YTD | +0.2% | +9.7% | -9.5% | -2.8% |
| 1Y | -1.3% | -5.4% | +4.1% | -1.1% |
| 3Y | +35.9% | -15.6% | +51.5% | +38.5% |
| 5Y | +23.1% | -28.1% | +51.2% | +28.7% |
| 10Y | +117.9% | -15.2% | +133.2% | +108.1% |
| All | +444.4% | +287.8% | +156.6% | +224.4% |
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