-16.6%
CRH vs ZBH
+19.1%
-35.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.3% |
| 7D | +5.3% | +9.6% | -4.3% | +1.9% |
| 30D | +14.2% | +19.1% | -5.0% | +7.6% |
| 3M | -4.2% | +9.1% | -13.3% | -7.3% |
| 6M | -14.5% | +29.4% | -43.9% | -20.8% |
| YTD | -22.7% | +19.8% | -42.4% | -26.5% |
| 1Y | -16.6% | +23.4% | -39.9% | -23.0% |
| All | -16.6% | +19.1% | -35.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling