+55.5%
ZM vs CNH
+62.6%
-7.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.6% | +0.7% | -4.3% |
| 7D | +1.6% | +8.8% | -7.2% | +0.8% |
| 30D | -7.7% | +24.7% | -32.4% | -9.7% |
| 3M | -4.7% | +27.3% | -32.0% | -7.0% |
| 6M | +24.4% | +23.2% | +1.3% | +21.3% |
| YTD | +11.8% | +48.9% | -37.2% | +6.5% |
| 1Y | +13.4% | +19.4% | -6.1% | +10.6% |
| 3Y | +33.8% | +7.8% | +26.1% | +30.5% |
| 5Y | -67.2% | +8.7% | -75.9% | -67.9% |
| All | +55.5% | +62.6% | -7.1% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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