+133.5%
CAG vs ZBH
+272.6%
-139.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.6% |
| 7D | -5.3% | -5.2% | -0.1% | -4.3% |
| 30D | +1.0% | -2.4% | +3.4% | +1.5% |
| 3M | +17.4% | +8.3% | +9.1% | +15.4% |
| 6M | -16.8% | +0.7% | -17.5% | -17.2% |
| YTD | -6.8% | +5.3% | -12.1% | -8.1% |
| 1Y | -15.4% | -9.1% | -6.3% | -14.5% |
| 3Y | -37.1% | -19.7% | -17.4% | -35.3% |
| 5Y | -41.3% | -31.3% | -10.0% | -38.5% |
| 10Y | -35.5% | -18.9% | -16.5% | -37.0% |
| All | +133.5% | +272.6% | -139.1% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling