-7.4%
ZBH vs CLBK
+65.5%
-72.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -4.7% | -1.5% | -3.2% | -4.3% |
| 30D | -4.5% | -1.0% | -3.5% | -4.2% |
| 3M | +7.6% | +22.9% | -15.3% | +1.2% |
| 6M | +0.3% | +44.2% | -43.9% | -10.2% |
| YTD | +4.5% | +64.0% | -59.4% | -10.1% |
| 1Y | -9.4% | +65.7% | -75.1% | -22.8% |
| 3Y | -21.5% | +54.1% | -75.5% | -33.8% |
| 5Y | -28.4% | +44.7% | -73.1% | -42.9% |
| All | -7.4% | +65.5% | -72.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling