+639.5%
CEG vs ZM
-36.1%
+675.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +4.4% |
| 7D | +8.0% | +2.9% | +5.1% | +7.6% |
| 30D | +12.9% | +0.7% | +12.3% | +12.7% |
| 3M | +13.2% | -3.7% | +16.9% | +13.5% |
| 6M | -7.0% | +29.9% | -36.9% | -11.8% |
| YTD | -15.0% | +17.4% | -32.4% | -18.5% |
| 1Y | -2.7% | +22.4% | -25.1% | -7.8% |
| 3Y | +184.1% | +41.3% | +142.8% | +157.4% |
| All | +639.5% | -36.1% | +675.6% | +586.8% |
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