+126.2%
CI vs ZM
+39.9%
+86.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.5% |
| 7D | +2.6% | -1.0% | +3.6% | +2.6% |
| 30D | +7.3% | -7.0% | +14.3% | +7.1% |
| 3M | +9.5% | -15.2% | +24.7% | +9.1% |
| 6M | +6.4% | -16.8% | +23.2% | +6.0% |
| YTD | +12.0% | +5.4% | +6.6% | +12.4% |
| 1Y | +20.1% | +9.3% | +10.8% | +20.6% |
| 3Y | +9.6% | +46.5% | -36.9% | +11.3% |
| 5Y | +52.7% | -63.8% | +116.5% | +43.5% |
| All | +126.2% | +39.9% | +86.3% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling