+4,084.4%
CAT vs ZBH
+326.1%
+3,758.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -2.4% | +4.2% | +2.9% |
| 30D | -24.6% | +16.6% | -41.2% | -29.9% |
| 3M | -28.5% | +10.8% | -39.3% | -32.5% |
| 6M | -34.8% | +35.8% | -70.6% | -44.2% |
| YTD | +5.9% | +20.5% | -14.6% | -5.1% |
| 1Y | +6.8% | +22.7% | -15.9% | -5.2% |
| 3Y | +161.1% | +4.9% | +156.2% | +139.9% |
| 5Y | +213.4% | -12.8% | +226.2% | +206.2% |
| 10Y | +700.3% | +22.7% | +677.6% | +539.5% |
| All | +4,084.4% | +326.1% | +3,758.3% | +1,907.2% |
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