+421.5%
CARR vs ZM
-22.3%
+443.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.8% | -5.7% | +1.9% | -3.1% |
| 30D | -8.9% | -9.1% | +0.2% | -7.9% |
| 3M | -17.3% | +3.5% | -20.8% | -17.9% |
| 6M | -1.4% | +25.7% | -27.1% | -5.1% |
| YTD | +10.0% | +10.8% | -0.8% | +7.2% |
| 1Y | -6.4% | +12.8% | -19.1% | -9.1% |
| 3Y | +1.5% | +33.1% | -31.6% | -4.2% |
| 5Y | +9.3% | -68.3% | +77.6% | +9.4% |
| All | +421.5% | -22.3% | +443.8% | +394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling