+139.7%
CIFR vs ZM
+21.7%
+118.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.1% | +1.8% |
| 7D | +16.9% | +2.9% | +14.0% | +16.6% |
| 30D | -5.2% | +0.7% | -5.9% | -5.8% |
| 3M | -30.6% | -3.7% | -26.9% | -29.4% |
| 6M | +10.6% | +29.9% | -19.3% | +2.9% |
| YTD | +20.2% | +17.4% | +2.8% | +16.0% |
| 1Y | +139.7% | +22.4% | +117.3% | +133.3% |
| All | +139.7% | +21.7% | +118.0% | +133.3% |
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 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