+158.6%
CMG vs ZM
+47.0%
+111.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -5.7% | +3.6% | -1.2% |
| 30D | +10.9% | -9.1% | +20.0% | +12.3% |
| 3M | +15.8% | +3.5% | +12.3% | +14.7% |
| 6M | +6.9% | +25.7% | -18.7% | +1.9% |
| YTD | -2.2% | +10.8% | -12.9% | -5.4% |
| 1Y | -7.1% | +12.8% | -19.9% | -10.5% |
| 3Y | -7.1% | +33.1% | -40.3% | -14.0% |
| 5Y | -4.8% | -68.3% | +63.5% | +1.2% |
| All | +158.6% | +47.0% | +111.5% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling