-26.7%
ZTS vs CRH
-13.9%
-12.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.8% | +5.3% |
| 7D | +15.4% | +14.2% | +1.3% | +10.0% |
| 30D | +25.8% | +19.5% | +6.2% | +17.8% |
| 3M | +18.1% | +0.4% | +17.7% | +17.1% |
| 6M | -19.7% | -10.1% | -9.6% | -16.7% |
| YTD | -27.5% | -19.9% | -7.6% | -22.4% |
| 1Y | -26.7% | -14.8% | -11.9% | -23.7% |
| All | -26.7% | -13.9% | -12.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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