+103.2%
CB vs ZM
-65.8%
+169.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +0.2% | -5.9% | +6.1% | +0.4% |
| 30D | +9.1% | -5.2% | +14.2% | +9.2% |
| 3M | +3.4% | -11.3% | +14.7% | +3.7% |
| 6M | +14.1% | -14.5% | +28.6% | +14.4% |
| YTD | +18.0% | +4.2% | +13.9% | +17.2% |
| 1Y | +30.1% | +9.3% | +20.8% | +28.9% |
| 3Y | +71.8% | +45.4% | +26.4% | +67.4% |
| All | +103.2% | -65.8% | +169.0% | +90.0% |
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