+519.3%
CAH vs ZM
+47.0%
+472.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -5.7% | +0.6% | -5.2% |
| 30D | +0.2% | -9.1% | +9.3% | +0.1% |
| 3M | +6.3% | +3.5% | +2.8% | +6.4% |
| 6M | +9.4% | +25.7% | -16.3% | +9.7% |
| YTD | +15.0% | +10.8% | +4.2% | +15.2% |
| 1Y | +55.4% | +12.8% | +42.7% | +55.8% |
| 3Y | +173.8% | +33.1% | +140.7% | +174.9% |
| 5Y | +395.2% | -68.3% | +463.5% | +374.0% |
| All | +519.3% | +47.0% | +472.3% | +474.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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