+2,010.5%
CTAS vs ZBH
+287.8%
+1,722.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.8% | -2.8% | +1.0% | -0.8% |
| 30D | -0.2% | -0.1% | -0.1% | -0.2% |
| 3M | +11.7% | +13.4% | -1.7% | +6.3% |
| 6M | +0.7% | +3.0% | -2.3% | -1.2% |
| YTD | +7.4% | +9.7% | -2.2% | +2.8% |
| 1Y | -2.1% | -5.4% | +3.3% | -1.9% |
| 3Y | +62.9% | -15.6% | +78.5% | +67.0% |
| 5Y | +111.9% | -28.1% | +140.0% | +127.3% |
| 10Y | +652.2% | -15.2% | +667.4% | +632.3% |
| All | +2,010.5% | +287.8% | +1,722.7% | +1,079.1% |
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