+639.7%
CEG vs ZM
-39.2%
+678.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.9% | +0.7% |
| 7D | +6.7% | +1.6% | +5.1% | +6.4% |
| 30D | +11.0% | -7.7% | +18.7% | +12.1% |
| 3M | +19.5% | -4.7% | +24.1% | +19.9% |
| 6M | -5.9% | +24.4% | -30.3% | -10.2% |
| YTD | -15.0% | +11.8% | -26.7% | -17.9% |
| 1Y | +0.6% | +13.4% | -12.7% | -3.4% |
| 3Y | +180.6% | +33.8% | +146.8% | +156.3% |
| All | +639.7% | -39.2% | +678.9% | +591.7% |
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