+55.5%
ZM vs CMS
+58.6%
-3.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.8% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | -7.7% | -3.2% | -4.6% | -7.7% |
| 3M | -4.7% | -2.2% | -2.4% | -4.7% |
| 6M | +24.4% | -9.4% | +33.9% | +24.4% |
| YTD | +11.8% | +0.7% | +11.1% | +11.6% |
| 1Y | +13.4% | +0.4% | +13.0% | +13.2% |
| 3Y | +33.8% | +35.2% | -1.3% | +32.9% |
| 5Y | -67.2% | +24.1% | -91.3% | -67.4% |
| All | +55.5% | +58.6% | -3.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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