+205.4%
CB vs ZM
+53.5%
+151.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +1.1% |
| 7D | +2.9% | +11.0% | -8.1% | +3.3% |
| 30D | +7.3% | +5.6% | +1.7% | +7.5% |
| 3M | +9.4% | -9.1% | +18.5% | +9.2% |
| 6M | +19.6% | -2.6% | +22.2% | +19.7% |
| YTD | +21.5% | +15.7% | +5.8% | +22.4% |
| 1Y | +28.0% | +18.8% | +9.2% | +29.1% |
| 3Y | +74.9% | +62.2% | +12.7% | +79.0% |
| 5Y | +108.1% | -60.9% | +169.0% | +95.7% |
| All | +205.4% | +53.5% | +151.8% | +194.5% |
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