+77.6%
CHRW vs ZM
+53.5%
+24.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | 0.0% |
| 7D | +7.3% | +11.0% | -3.8% | +6.8% |
| 30D | -3.6% | +5.6% | -9.2% | -3.8% |
| 3M | -9.6% | -9.1% | -0.4% | -9.3% |
| 6M | -17.0% | -2.6% | -14.4% | -17.1% |
| YTD | -15.4% | +15.7% | -31.1% | -16.4% |
| 1Y | -10.0% | +18.8% | -28.7% | -11.2% |
| 3Y | +82.2% | +62.2% | +20.0% | +76.9% |
| 5Y | +59.4% | -60.9% | +120.2% | +53.3% |
| All | +77.6% | +53.5% | +24.0% | +80.1% |
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