+216.6%
CRH vs ZM
+47.0%
+169.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | -5.7% | -0.4% | -5.6% |
| 30D | -9.3% | -9.1% | -0.2% | -8.6% |
| 3M | -15.2% | +3.5% | -18.7% | -15.5% |
| 6M | -14.2% | +25.7% | -39.9% | -16.2% |
| YTD | -28.3% | +10.8% | -39.0% | -29.3% |
| 1Y | -21.8% | +12.8% | -34.5% | -23.1% |
| 3Y | +71.6% | +33.1% | +38.5% | +65.8% |
| 5Y | +96.6% | -68.3% | +164.9% | +88.2% |
| All | +216.6% | +47.0% | +169.6% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling