+109.7%
CME vs ZM
+55.9%
+53.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.2% |
| 7D | -1.6% | +2.9% | -4.5% | -1.6% |
| 30D | +6.2% | +0.7% | +5.5% | +6.2% |
| 3M | +10.4% | -3.7% | +14.1% | +10.4% |
| 6M | -9.5% | +29.9% | -39.4% | -9.4% |
| YTD | +6.0% | +17.4% | -11.4% | +6.1% |
| 1Y | +9.3% | +22.4% | -13.1% | +9.4% |
| 3Y | +57.7% | +41.3% | +16.4% | +58.0% |
| 5Y | +77.7% | -66.0% | +143.7% | +69.8% |
| All | +109.7% | +55.9% | +53.8% | +105.5% |
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