-31.3%
ZBH vs CASY
+274.3%
-305.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -3.6% |
| 7D | -5.2% | -4.4% | -0.9% | -4.7% |
| 30D | -2.4% | -12.0% | +9.6% | -0.9% |
| 3M | +8.3% | -2.3% | +10.6% | +7.9% |
| 6M | +0.7% | +10.5% | -9.9% | -1.6% |
| YTD | +5.3% | +33.0% | -27.7% | 0.0% |
| 1Y | -9.1% | +41.1% | -50.2% | -14.6% |
| 3Y | -19.7% | +207.5% | -227.2% | -38.7% |
| 5Y | -31.3% | +290.7% | -322.0% | -53.1% |
| All | -31.3% | +274.3% | -305.6% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling