+189.0%
CDE vs ZM
-68.2%
+257.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -3.1% | -5.7% | +2.6% | -1.5% |
| 30D | +9.5% | -9.1% | +18.6% | +12.2% |
| 3M | +25.5% | +3.5% | +22.0% | +23.7% |
| 6M | -7.9% | +25.7% | -33.6% | -15.7% |
| YTD | +15.6% | +10.8% | +4.8% | +9.0% |
| 1Y | +34.0% | +12.8% | +21.3% | +25.1% |
| 3Y | +791.9% | +33.1% | +758.8% | +673.9% |
| All | +189.0% | -68.2% | +257.1% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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