-15.5%
ZBH vs CASY
+468.0%
-483.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.2% | +14.7% | +3.7% |
| 7D | -4.9% | -16.5% | +11.6% | -1.2% |
| 30D | -3.2% | -26.4% | +23.1% | +3.4% |
| 3M | +5.8% | -17.3% | +23.1% | +9.0% |
| 6M | +2.0% | -5.2% | +7.2% | +1.1% |
| YTD | +5.8% | +14.1% | -8.3% | -0.2% |
| 1Y | -7.9% | +16.6% | -24.6% | -13.8% |
| 3Y | -19.4% | +163.7% | -183.1% | -43.0% |
| 5Y | -29.5% | +231.3% | -260.8% | -54.7% |
| 10Y | -15.5% | +462.9% | -478.4% | -54.6% |
| All | -15.5% | +468.0% | -483.6% | -54.6% |
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