+641.9%
CAH vs ZBH
+274.1%
+367.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.2% | -4.9% | +2.7% | -0.5% |
| 30D | +1.2% | -3.2% | +4.4% | +2.3% |
| 3M | +13.1% | +5.8% | +7.3% | +10.5% |
| 6M | +8.5% | +2.0% | +6.5% | +6.8% |
| YTD | +17.6% | +5.8% | +11.8% | +14.0% |
| 1Y | +60.7% | -7.9% | +68.6% | +62.2% |
| 3Y | +183.2% | -19.4% | +202.5% | +192.0% |
| 5Y | +402.2% | -29.5% | +431.7% | +433.9% |
| 10Y | +302.3% | -15.5% | +317.9% | +280.1% |
| All | +641.9% | +274.1% | +367.8% | +298.1% |
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 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