+5,760.6%
CRM vs ZBH
+26.7%
+5,733.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | -4.4% | -4.7% | +0.2% | -2.4% |
| 30D | +28.1% | -4.5% | +32.6% | +30.7% |
| 3M | +48.8% | +7.6% | +41.3% | +43.5% |
| 6M | +28.3% | +0.3% | +28.0% | +26.6% |
| YTD | -6.0% | +4.5% | -10.5% | -9.3% |
| 1Y | +1.4% | -9.4% | +10.8% | +3.3% |
| 3Y | +11.8% | -21.5% | +33.3% | +18.5% |
| 5Y | -2.0% | -28.4% | +26.4% | +7.1% |
| 10Y | +239.6% | -16.5% | +256.2% | +219.4% |
| All | +5,760.6% | +26.7% | +5,733.9% | +3,384.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling