-14.6%
CRH vs ZS
-37.1%
+22.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +2.2% |
| 7D | -1.7% | -7.8% | +6.2% | -1.9% |
| 30D | -5.4% | +5.0% | -10.4% | -5.1% |
| 3M | -11.2% | +25.5% | -36.7% | -10.1% |
| 6M | -15.8% | +8.7% | -24.5% | -14.5% |
| YTD | -23.6% | -24.5% | +0.9% | -19.8% |
| 1Y | -14.6% | -36.7% | +22.1% | -11.4% |
| All | -14.6% | -37.1% | +22.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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