+509.1%
CIEN vs ZM
-67.1%
+576.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | +0.3% | -4.9% | -4.9% |
| 30D | -12.8% | -10.3% | -2.5% | -10.6% |
| 3M | -23.1% | -0.7% | -22.4% | -23.7% |
| 6M | +6.1% | +24.8% | -18.7% | -3.3% |
| YTD | +44.5% | +11.5% | +33.1% | +35.1% |
| 1Y | +176.6% | +12.3% | +164.3% | +157.3% |
| 3Y | +601.0% | +33.5% | +567.5% | +506.0% |
| 5Y | +509.1% | -67.5% | +576.6% | +524.5% |
| All | +509.1% | -67.1% | +576.2% | +524.5% |
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