+63.4%
ZM vs CNH
+72.2%
-8.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.0% | -0.8% | +2.9% |
| 7D | +2.9% | +23.3% | -20.3% | +0.9% |
| 30D | +0.7% | +33.5% | -32.8% | -2.1% |
| 3M | -3.7% | +32.7% | -36.4% | -6.5% |
| 6M | +29.9% | +22.2% | +7.7% | +26.8% |
| YTD | +17.4% | +57.7% | -40.3% | +11.3% |
| 1Y | +22.4% | +28.0% | -5.6% | +18.6% |
| 3Y | +41.3% | +11.5% | +29.8% | +37.2% |
| 5Y | -66.0% | +11.9% | -77.9% | -67.2% |
| All | +63.4% | +72.2% | -8.8% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling