+164.3%
ZTS vs CRH
+491.0%
-326.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | -3.7% | -6.1% | +2.3% | -1.7% |
| 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% | -34.7% |
| 1Y | -50.6% | -21.8% | -28.8% | -46.9% |
| 3Y | -59.1% | +71.6% | -130.8% | -67.5% |
| 5Y | -62.7% | +96.6% | -159.3% | -72.3% |
| 10Y | +58.1% | +253.8% | -195.8% | -10.0% |
| All | +164.3% | +491.0% | -326.7% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling