+2,066.0%
CELH vs ZM
+47.0%
+2,019.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -11.2% | -5.7% | -5.5% | -9.7% |
| 30D | -1.4% | -9.1% | +7.6% | +0.9% |
| 3M | -4.2% | +3.5% | -7.7% | -5.6% |
| 6M | -40.5% | +25.7% | -66.1% | -45.2% |
| YTD | -40.5% | +10.8% | -51.2% | -44.0% |
| 1Y | -53.0% | +12.8% | -65.8% | -56.0% |
| 3Y | -59.1% | +33.1% | -92.2% | -64.1% |
| 5Y | -10.7% | -68.3% | +57.6% | +2.7% |
| All | +2,066.0% | +47.0% | +2,019.0% | +1,903.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling