+333.5%
CAT vs ZBH
-30.7%
+364.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.9% |
| 7D | +5.6% | -5.2% | +10.8% | +6.8% |
| 30D | -2.3% | -2.4% | +0.1% | -1.9% |
| 3M | -10.0% | +8.3% | -18.3% | -12.5% |
| 6M | +21.2% | +0.7% | +20.6% | +19.9% |
| YTD | +44.4% | +5.3% | +39.1% | +41.1% |
| 1Y | +96.3% | -9.1% | +105.4% | +98.1% |
| 3Y | +203.9% | -19.7% | +223.6% | +216.5% |
| 5Y | +333.5% | -31.3% | +364.8% | +355.0% |
| All | +333.5% | -30.7% | +364.2% | +355.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling