+72.5%
CME vs ZM
-64.6%
+137.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +1.7% | -1.0% | +2.7% | +1.7% |
| 30D | +10.2% | -7.0% | +17.2% | +10.4% |
| 3M | +17.8% | -15.2% | +33.0% | +18.4% |
| 6M | +11.0% | -16.8% | +27.7% | +11.5% |
| YTD | +17.0% | +5.4% | +11.7% | +16.0% |
| 1Y | +15.8% | +9.3% | +6.5% | +14.5% |
| 3Y | +61.8% | +46.5% | +15.3% | +55.5% |
| 5Y | +72.5% | -63.8% | +136.3% | +63.7% |
| All | +72.5% | -64.6% | +137.1% | +63.7% |
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 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