+46.6%
ZM vs CMS
+62.2%
-15.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -7.0% | +7.4% | -14.4% | -6.8% |
| 3M | -15.2% | +1.9% | -17.1% | -15.1% |
| 6M | -16.8% | -2.3% | -14.4% | -16.7% |
| YTD | +5.4% | +3.0% | +2.4% | +5.2% |
| 1Y | +9.3% | -2.8% | +12.1% | +9.3% |
| 3Y | +46.5% | +37.9% | +8.6% | +45.6% |
| 5Y | -63.8% | +34.0% | -97.8% | -63.8% |
| All | +46.6% | +62.2% | -15.5% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling