+471.3%
CDE vs ZM
+48.0%
+423.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | +15.7% | -10.3% | +26.0% | +17.6% |
| 3M | +30.5% | -0.7% | +31.2% | +30.3% |
| 6M | -7.4% | +24.8% | -32.2% | -11.6% |
| YTD | +17.9% | +11.5% | +6.4% | +14.2% |
| 1Y | +46.7% | +12.3% | +34.4% | +41.6% |
| 3Y | +851.3% | +33.5% | +817.8% | +786.1% |
| 5Y | +202.9% | -67.5% | +270.4% | +213.4% |
| All | +471.3% | +48.0% | +423.3% | +523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling