-39.7%
CAG vs ZBH
-20.7%
-19.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -5.7% | -4.7% | -1.0% | -4.5% |
| 30D | -2.4% | -4.5% | +2.1% | -1.2% |
| 3M | +9.8% | +7.6% | +2.2% | +7.9% |
| 6M | -10.8% | +0.3% | -11.1% | -11.2% |
| YTD | -10.8% | +4.5% | -15.3% | -12.3% |
| 1Y | -19.0% | -9.4% | -9.6% | -17.8% |
| 3Y | -39.7% | -21.5% | -18.2% | -38.0% |
| All | -39.7% | -20.7% | -19.0% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling