+86.0%
CHRW vs ZM
+30.9%
+55.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +2.1% |
| 7D | +1.9% | +1.6% | +0.3% | +1.8% |
| 30D | +0.9% | -7.7% | +8.6% | +1.6% |
| 3M | -19.9% | -4.7% | -15.2% | -19.5% |
| 6M | -15.8% | +24.4% | -40.2% | -19.2% |
| YTD | -5.6% | +11.8% | -17.3% | -8.3% |
| 1Y | +21.0% | +13.4% | +7.7% | +16.9% |
| 3Y | +86.0% | +33.8% | +52.2% | +69.5% |
| All | +86.0% | +30.9% | +55.1% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling