+22.7%
ZBH vs CASY
+565.2%
-542.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -2.4% | +5.8% | -8.3% | -3.7% |
| 30D | +16.6% | +10.7% | +5.9% | +14.0% |
| 3M | +10.8% | -13.9% | +24.7% | +14.0% |
| 6M | +35.8% | -18.4% | +54.2% | +40.5% |
| YTD | +20.5% | +29.6% | -9.2% | +10.4% |
| 1Y | +22.7% | +32.8% | -10.1% | +11.7% |
| 3Y | +4.9% | +162.3% | -157.4% | -24.1% |
| 5Y | -12.8% | +265.0% | -277.8% | -44.5% |
| 10Y | +22.7% | +555.4% | -532.7% | -35.0% |
| All | +22.7% | +565.2% | -542.5% | -35.0% |
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