+11.8%
CRM vs ZBH
-20.7%
+32.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | -4.4% | -4.7% | +0.2% | -3.6% |
| 30D | +28.1% | -4.5% | +32.6% | +29.1% |
| 3M | +48.8% | +7.6% | +41.3% | +47.0% |
| 6M | +28.3% | +0.3% | +28.0% | +27.9% |
| YTD | -6.0% | +4.5% | -10.5% | -7.0% |
| 1Y | +1.4% | -9.4% | +10.8% | +2.6% |
| 3Y | +11.8% | -21.5% | +33.3% | +17.1% |
| All | +11.8% | -20.7% | +32.5% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling