+5.9%
ZBH vs CAI
-11.0%
+16.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.7% |
| 7D | -4.9% | -3.1% | -1.8% | -4.7% |
| 30D | -3.2% | +2.7% | -5.9% | -3.6% |
| 3M | +5.8% | +41.7% | -35.8% | +2.0% |
| 6M | +2.0% | +26.5% | -24.5% | -1.1% |
| YTD | +5.8% | -10.9% | +16.7% | +5.6% |
| 1Y | -7.9% | -29.2% | +21.3% | -5.6% |
| All | +5.9% | -11.0% | +16.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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