-11.8%
CAG vs ZBH
-5.6%
-6.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -3.8% | -2.8% | -1.0% | -3.2% |
| 30D | +3.1% | -0.1% | +3.2% | +3.2% |
| 3M | +23.5% | +13.4% | +10.0% | +20.7% |
| 6M | -14.8% | +3.0% | -17.8% | -15.6% |
| YTD | -5.4% | +9.7% | -15.1% | -7.7% |
| 1Y | -11.8% | -5.4% | -6.4% | -11.9% |
| All | -11.8% | -5.6% | -6.2% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling