+95.0%
CHRW vs ZM
+55.9%
+39.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.9% |
| 7D | -1.4% | +2.9% | -4.4% | -1.5% |
| 30D | -3.5% | +0.7% | -4.2% | -3.5% |
| 3M | -19.4% | -3.7% | -15.7% | -19.3% |
| 6M | -21.4% | +29.9% | -51.2% | -22.6% |
| YTD | -7.1% | +17.4% | -24.6% | -8.2% |
| 1Y | +17.8% | +22.4% | -4.6% | +16.1% |
| 3Y | +78.8% | +41.3% | +37.5% | +74.5% |
| 5Y | +83.5% | -66.0% | +149.6% | +76.0% |
| All | +95.0% | +55.9% | +39.1% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling