-10.0%
CRM vs ZBH
+11.3%
-21.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.5% | -11.3% | -0.1% |
| 7D | -6.2% | +14.3% | -20.5% | -8.4% |
| 30D | -1.2% | +20.3% | -21.5% | -4.4% |
| 3M | +19.1% | +15.3% | +3.9% | +15.9% |
| 6M | +23.0% | +33.9% | -11.0% | +18.2% |
| YTD | -13.7% | +23.5% | -37.2% | -16.8% |
| 1Y | -10.0% | +7.9% | -17.9% | -12.7% |
| All | -10.0% | +11.3% | -21.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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