-62.3%
ZTS vs CRH
+93.9%
-156.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | -3.7% | -6.1% | +2.3% | -1.8% |
| 30D | -0.8% | -9.3% | +8.5% | +2.4% |
| 3M | -9.7% | -15.2% | +5.5% | -5.0% |
| 6M | -38.4% | -14.2% | -24.2% | -35.5% |
| YTD | -41.1% | -28.3% | -12.8% | -34.8% |
| 1Y | -50.6% | -21.8% | -28.8% | -47.0% |
| 3Y | -59.1% | +71.6% | -130.8% | -68.2% |
| All | -62.3% | +93.9% | -156.2% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling