+55.6%
CHRW vs ZM
-64.6%
+120.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.4% | -1.0% | -2.4% | -3.3% |
| 30D | -9.4% | -7.0% | -2.4% | -8.7% |
| 3M | -12.6% | -15.2% | +2.6% | -11.2% |
| 6M | -24.2% | -16.8% | -7.4% | -22.9% |
| YTD | -18.9% | +5.4% | -24.2% | -20.9% |
| 1Y | -13.7% | +9.3% | -23.0% | -16.4% |
| 3Y | +72.6% | +46.5% | +26.1% | +58.1% |
| 5Y | +55.6% | -63.8% | +119.4% | +46.6% |
| All | +55.6% | -64.6% | +120.2% | +46.6% |
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 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