+165.0%
CMI vs ZM
-68.2%
+233.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.7% | -5.7% | +5.0% | 0.0% |
| 30D | -12.4% | -9.1% | -3.3% | -11.4% |
| 3M | -14.8% | +3.5% | -18.3% | -15.6% |
| 6M | +0.8% | +25.7% | -24.9% | -4.1% |
| YTD | +10.2% | +10.8% | -0.6% | +6.7% |
| 1Y | +37.4% | +12.8% | +24.7% | +32.4% |
| 3Y | +153.3% | +33.1% | +120.1% | +134.7% |
| All | +165.0% | -68.2% | +233.2% | +152.0% |
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