+173.6%
CB vs ZM
+48.0%
+125.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -0.5% | +0.3% | -0.9% | -0.5% |
| 30D | -3.1% | -10.3% | +7.2% | -3.4% |
| 3M | +4.2% | -0.7% | +4.8% | +4.2% |
| 6M | +4.7% | +24.8% | -20.1% | +5.6% |
| YTD | +8.8% | +11.5% | -2.6% | +9.5% |
| 1Y | +22.6% | +12.3% | +10.3% | +23.4% |
| 3Y | +70.6% | +33.5% | +37.1% | +73.1% |
| 5Y | +99.4% | -67.5% | +166.9% | +85.0% |
| All | +173.6% | +48.0% | +125.6% | +163.4% |
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 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