-7.3%
CMG vs ZM
+33.4%
-40.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -3.8% | -2.7% | -1.1% | -3.6% |
| 30D | +12.9% | -10.0% | +22.9% | +14.1% |
| 3M | +18.8% | +1.6% | +17.2% | +17.8% |
| 6M | +4.1% | +25.0% | -20.9% | -1.1% |
| YTD | -2.4% | +10.6% | -13.0% | -5.9% |
| 1Y | -6.7% | +14.0% | -20.6% | -10.9% |
| All | -7.3% | +33.4% | -40.7% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling