+94.1%
CRH vs ZBRA
-40.4%
+134.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -6.1% | -3.4% | -2.6% | -5.0% |
| 30D | -9.3% | -7.4% | -1.9% | -7.0% |
| 3M | -15.2% | +57.5% | -72.7% | -28.6% |
| 6M | -14.2% | +64.0% | -78.2% | -29.4% |
| YTD | -28.3% | +44.3% | -72.5% | -38.7% |
| 1Y | -21.8% | +10.9% | -32.6% | -26.9% |
| 3Y | +71.6% | +37.5% | +34.1% | +43.5% |
| All | +94.1% | -40.4% | +134.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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