-71.1%
CIFR vs ZM
+8.0%
-79.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | 0.0% | -20.0% | -20.0% |
| 7D | -26.7% | -8.4% | -18.3% | -25.5% |
| 30D | -58.0% | -1.9% | -56.1% | -57.6% |
| 3M | -68.1% | -10.1% | -58.0% | -67.7% |
| 6M | -63.7% | -13.9% | -49.8% | -62.2% |
| YTD | -56.0% | +6.4% | -62.4% | -57.9% |
| 1Y | -71.1% | +9.6% | -80.7% | -72.4% |
| All | -71.1% | +8.0% | -79.2% | -72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling