+164.0%
CMG vs ZM
+48.4%
+115.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.7% |
| 7D | -1.5% | +1.6% | -3.1% | -1.8% |
| 30D | +12.7% | -7.7% | +20.4% | +13.9% |
| 3M | +26.3% | -4.7% | +30.9% | +26.6% |
| 6M | +4.5% | +24.4% | -19.9% | -0.3% |
| YTD | -0.1% | +11.8% | -11.9% | -3.5% |
| 1Y | -6.8% | +13.4% | -20.1% | -10.3% |
| 3Y | -5.0% | +33.8% | -38.8% | -12.0% |
| 5Y | -3.0% | -67.2% | +64.1% | +2.7% |
| All | +164.0% | +48.4% | +115.6% | +153.5% |
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