-2.7%
CEG vs ZM
+21.7%
-24.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +5.2% |
| 7D | +8.0% | +2.9% | +5.1% | +8.3% |
| 30D | +12.9% | +0.7% | +12.3% | +13.0% |
| 3M | +13.2% | -3.7% | +16.9% | +13.4% |
| 6M | -7.0% | +29.9% | -36.9% | -3.5% |
| YTD | -15.0% | +17.4% | -32.4% | -12.0% |
| 1Y | -2.7% | +22.4% | -25.1% | +0.9% |
| All | -2.7% | +21.7% | -24.4% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling