-37.7%
CAG vs ZBH
-16.2%
-21.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -5.7% | -4.7% | -1.0% | -4.8% |
| 30D | -2.4% | -4.5% | +2.1% | -1.5% |
| 3M | +9.8% | +7.6% | +2.2% | +8.2% |
| 6M | -10.8% | +0.3% | -11.1% | -11.2% |
| YTD | -10.8% | +4.5% | -15.3% | -11.9% |
| 1Y | -19.0% | -9.4% | -9.6% | -18.1% |
| 3Y | -39.7% | -21.5% | -18.2% | -37.9% |
| 5Y | -43.0% | -28.4% | -14.6% | -41.0% |
| All | -37.7% | -16.2% | -21.5% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling