+634.8%
CIEN vs ZM
+53.5%
+581.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -4.9% |
| 7D | +15.3% | +11.0% | +4.2% | +13.4% |
| 30D | -22.0% | +5.6% | -27.6% | -22.4% |
| 3M | -36.6% | -9.1% | -27.5% | -35.7% |
| 6M | -51.5% | -2.6% | -48.9% | -51.5% |
| YTD | +20.0% | +15.7% | +4.3% | +15.8% |
| 1Y | +44.5% | +18.8% | +25.7% | +38.8% |
| 3Y | +539.0% | +62.2% | +476.9% | +483.2% |
| 5Y | +356.8% | -60.9% | +417.7% | +357.0% |
| All | +634.8% | +53.5% | +581.2% | +528.9% |
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