+71.6%
CRH vs ZM
+33.5%
+38.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | -5.7% | -0.4% | -5.0% |
| 30D | -9.3% | -9.1% | -0.2% | -7.8% |
| 3M | -15.2% | +3.5% | -18.7% | -16.0% |
| 6M | -14.2% | +25.7% | -39.9% | -20.1% |
| YTD | -28.3% | +10.8% | -39.0% | -31.4% |
| 1Y | -21.8% | +12.8% | -34.5% | -25.8% |
| 3Y | +71.6% | +33.1% | +38.5% | +50.5% |
| All | +71.6% | +33.5% | +38.1% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling