+5,547.8%
CAT vs ZBH
+287.8%
+5,260.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +1.7% | -2.8% | +4.5% | +2.9% |
| 30D | -6.6% | -0.1% | -6.5% | -6.7% |
| 3M | -13.3% | +13.4% | -26.7% | -18.8% |
| 6M | +11.6% | +3.0% | +8.6% | +8.3% |
| YTD | +42.9% | +9.7% | +33.3% | +34.9% |
| 1Y | +95.4% | -5.4% | +100.8% | +93.9% |
| 3Y | +196.6% | -15.6% | +212.2% | +202.8% |
| 5Y | +321.7% | -28.1% | +349.8% | +352.2% |
| 10Y | +1,140.8% | -15.2% | +1,156.0% | +1,073.1% |
| All | +5,547.8% | +287.8% | +5,260.0% | +2,753.5% |
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