-14.1%
CRH vs ZYBT
-25.2%
+11.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -0.9% |
| 7D | +3.6% | +14.9% | -11.4% | +3.6% |
| 30D | +18.8% | -11.0% | +29.8% | +18.8% |
| 3M | -3.3% | -14.4% | +11.1% | -3.3% |
| 6M | -14.2% | +62.1% | -76.3% | -11.3% |
| YTD | -21.5% | +33.9% | -55.4% | -17.7% |
| 1Y | -14.1% | -25.6% | +11.5% | -6.0% |
| All | -14.1% | -25.2% | +11.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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