+2,099.5%
CELH vs ZM
+48.0%
+2,051.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.4% |
| 7D | -11.7% | +0.3% | -12.0% | -11.8% |
| 30D | +1.6% | -10.3% | +11.9% | +4.4% |
| 3M | -2.0% | -0.7% | -1.3% | -2.4% |
| 6M | -36.2% | +24.8% | -61.0% | -41.2% |
| YTD | -39.6% | +11.5% | -51.0% | -43.2% |
| 1Y | -50.7% | +12.3% | -63.0% | -53.7% |
| 3Y | -58.9% | +33.5% | -92.3% | -64.0% |
| 5Y | -5.4% | -67.5% | +62.1% | +8.3% |
| All | +2,099.5% | +48.0% | +2,051.5% | +1,930.7% |
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 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