+97.4%
CB vs ZM
-67.8%
+165.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -1.3% |
| 7D | -0.6% | +1.6% | -2.2% | -0.7% |
| 30D | -3.9% | -7.7% | +3.8% | -3.7% |
| 3M | +4.9% | -4.7% | +9.6% | +4.9% |
| 6M | +3.3% | +24.4% | -21.2% | +2.1% |
| YTD | +8.5% | +11.8% | -3.3% | +7.6% |
| 1Y | +22.1% | +13.4% | +8.7% | +20.9% |
| 3Y | +70.1% | +33.8% | +36.3% | +66.6% |
| 5Y | +97.4% | -67.2% | +164.5% | +87.3% |
| All | +97.4% | -67.8% | +165.2% | +87.3% |
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 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