+101.3%
CHRW vs ZM
+46.9%
+54.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.3% |
| 7D | +4.4% | -2.7% | +7.1% | +4.5% |
| 30D | +5.5% | -10.0% | +15.5% | +5.9% |
| 3M | -17.3% | +1.6% | -18.9% | -17.4% |
| 6M | -12.7% | +25.0% | -37.6% | -13.9% |
| YTD | -4.1% | +10.6% | -14.8% | -5.0% |
| 1Y | +21.2% | +14.0% | +7.3% | +19.9% |
| 3Y | +88.9% | +32.5% | +56.4% | +84.8% |
| 5Y | +93.1% | -68.3% | +161.4% | +85.6% |
| All | +101.3% | +46.9% | +54.4% | +104.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling