+47.9%
ZM vs CMS
+61.6%
-13.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -6.2% | +7.1% | -13.2% | -6.0% |
| 3M | -12.2% | -1.3% | -11.0% | -12.2% |
| 6M | -16.0% | -2.7% | -13.4% | -16.0% |
| YTD | +6.3% | +2.6% | +3.7% | +6.2% |
| 1Y | +12.3% | -2.0% | +14.3% | +12.2% |
| 3Y | +51.2% | +39.6% | +11.6% | +50.2% |
| 5Y | -64.5% | +35.3% | -99.8% | -64.5% |
| All | +47.9% | +61.6% | -13.7% | +47.6% |
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