-19.7%
ZBH vs CASY
+209.8%
-229.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -3.9% |
| 7D | -5.2% | -4.4% | -0.9% | -5.1% |
| 30D | -2.4% | -12.0% | +9.6% | -2.2% |
| 3M | +8.3% | -2.3% | +10.6% | +8.2% |
| 6M | +0.7% | +10.5% | -9.9% | +0.4% |
| YTD | +5.3% | +33.0% | -27.7% | +4.8% |
| 1Y | -9.1% | +41.1% | -50.2% | -9.6% |
| 3Y | -19.7% | +207.5% | -227.2% | -20.4% |
| All | -19.7% | +209.8% | -229.5% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling