-14.8%
CRH vs ZM
+8.0%
-22.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +14.2% | -8.4% | +22.6% | +14.7% |
| 30D | +19.5% | -1.9% | +21.4% | +19.5% |
| 3M | +0.4% | -10.1% | +10.4% | +0.8% |
| 6M | -10.1% | -13.9% | +3.7% | -9.4% |
| YTD | -19.9% | +6.4% | -26.4% | -21.4% |
| 1Y | -14.8% | +9.6% | -24.4% | -17.2% |
| All | -14.8% | +8.0% | -22.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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