+10.7%
CARR vs ZM
-68.2%
+78.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.8% | -5.7% | +1.9% | -2.7% |
| 30D | -8.9% | -9.1% | +0.2% | -7.3% |
| 3M | -17.3% | +3.5% | -20.8% | -18.3% |
| 6M | -1.4% | +25.7% | -27.1% | -7.8% |
| YTD | +10.0% | +10.8% | -0.8% | +5.0% |
| 1Y | -6.4% | +12.8% | -19.1% | -11.2% |
| 3Y | +1.5% | +33.1% | -31.6% | -9.0% |
| All | +10.7% | -68.2% | +78.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling