+19.4%
ZBH vs CASY
+550.0%
-530.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -2.1% | +2.5% | -4.6% | -2.7% |
| 30D | +13.6% | +10.2% | +3.3% | +11.1% |
| 3M | +7.1% | -15.7% | +22.8% | +10.7% |
| 6M | +26.1% | -18.4% | +44.5% | +30.4% |
| YTD | +17.2% | +28.3% | -11.1% | +7.7% |
| 1Y | +17.4% | +32.6% | -15.2% | +6.8% |
| 3Y | +2.0% | +159.5% | -157.5% | -26.0% |
| 5Y | -15.0% | +263.9% | -278.9% | -46.0% |
| All | +19.4% | +550.0% | -530.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling