+93.0%
CHRW vs ZM
-67.1%
+160.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.1% | +0.3% | +3.7% | +4.0% |
| 30D | +1.9% | -10.3% | +12.2% | +3.1% |
| 3M | -21.2% | -0.7% | -20.5% | -21.3% |
| 6M | -16.7% | +24.8% | -41.5% | -20.1% |
| YTD | -5.4% | +11.5% | -16.8% | -8.1% |
| 1Y | +21.2% | +12.3% | +8.8% | +17.3% |
| 3Y | +86.5% | +33.5% | +53.0% | +73.7% |
| 5Y | +93.0% | -67.5% | +160.5% | +82.9% |
| All | +93.0% | -67.1% | +160.1% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling