+47.7%
CI vs ZM
-65.8%
+113.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.7% |
| 7D | -1.6% | -5.9% | +4.3% | -1.3% |
| 30D | +5.4% | -5.2% | +10.6% | +5.6% |
| 3M | +7.3% | -11.3% | +18.5% | +7.6% |
| 6M | +5.3% | -14.5% | +19.8% | +5.7% |
| YTD | +8.5% | +4.2% | +4.3% | +7.5% |
| 1Y | +17.1% | +9.3% | +7.8% | +15.7% |
| 3Y | +1.4% | +45.4% | -44.0% | -2.2% |
| All | +47.7% | -65.8% | +113.5% | +38.0% |
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