-12.0%
CHYM vs ZM
+21.8%
-33.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -2.9% | -2.7% | -0.2% | -2.1% |
| 30D | +3.0% | -10.0% | +13.0% | +6.1% |
| 3M | +98.7% | +1.6% | +97.1% | +96.6% |
| 6M | +46.4% | +25.0% | +21.5% | +32.7% |
| YTD | +29.8% | +10.6% | +19.2% | +22.5% |
| 1Y | +40.5% | +14.0% | +26.5% | +30.5% |
| All | -12.0% | +21.8% | -33.8% | -19.3% |
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