+1.5%
CARR vs ZBH
-20.7%
+22.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | -3.8% | -4.7% | +0.9% | -2.7% |
| 30D | -8.9% | -4.5% | -4.4% | -8.0% |
| 3M | -17.3% | +7.6% | -24.9% | -19.2% |
| 6M | -1.4% | +0.3% | -1.7% | -2.1% |
| YTD | +10.0% | +4.5% | +5.5% | +7.8% |
| 1Y | -6.4% | -9.4% | +3.0% | -5.3% |
| 3Y | +1.5% | -21.5% | +23.0% | +6.1% |
| All | +1.5% | -20.7% | +22.2% | +6.1% |
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 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