+94.1%
CRH vs ZBH
-28.6%
+122.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -6.1% | -4.7% | -1.4% | -4.3% |
| 30D | -9.3% | -4.5% | -4.8% | -7.7% |
| 3M | -15.2% | +7.6% | -22.8% | -17.6% |
| 6M | -14.2% | +0.3% | -14.5% | -14.8% |
| YTD | -28.3% | +4.5% | -32.8% | -30.0% |
| 1Y | -21.8% | -9.4% | -12.4% | -19.9% |
| 3Y | +71.6% | -21.5% | +93.1% | +83.6% |
| All | +94.1% | -28.6% | +122.7% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling