-4.6%
CARR vs ZM
+21.7%
-26.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.2% |
| 7D | +1.6% | +2.9% | -1.4% | +1.6% |
| 30D | -8.7% | +0.7% | -9.4% | -8.7% |
| 3M | -12.6% | -3.7% | -8.9% | -12.2% |
| 6M | -1.5% | +29.9% | -31.4% | -0.9% |
| YTD | +14.3% | +17.4% | -3.1% | +15.1% |
| 1Y | -4.6% | +22.4% | -27.0% | -5.9% |
| All | -4.6% | +21.7% | -26.3% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling