-2.8%
ZBH vs CLBK
+67.9%
-70.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.8% | +1.2% | -4.0% | -3.2% |
| 30D | -0.1% | +9.1% | -9.2% | -2.6% |
| 3M | +13.4% | +27.7% | -14.3% | +5.5% |
| 6M | +3.0% | +40.8% | -37.9% | -7.1% |
| YTD | +9.7% | +66.4% | -56.7% | -6.1% |
| 1Y | -5.4% | +72.4% | -77.8% | -20.3% |
| 3Y | -15.6% | +50.7% | -66.3% | -28.2% |
| 5Y | -28.1% | +42.9% | -71.1% | -42.0% |
| All | -2.8% | +67.9% | -70.7% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling