-29.5%
ZBH vs CRL
-37.6%
+8.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -4.9% | -4.6% | -0.3% | -4.0% |
| 30D | -3.2% | +0.5% | -3.7% | -3.4% |
| 3M | +5.8% | +46.6% | -40.8% | -2.0% |
| 6M | +2.0% | +57.3% | -55.3% | -7.3% |
| YTD | +5.8% | +39.5% | -33.8% | -2.1% |
| 1Y | -7.9% | +76.9% | -84.8% | -18.8% |
| 3Y | -19.4% | +39.4% | -58.7% | -27.9% |
| 5Y | -29.5% | -37.2% | +7.7% | -31.4% |
| All | -29.5% | -37.6% | +8.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling