+61.0%
CIFR vs ZM
-83.3%
+144.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.3% |
| 7D | -8.2% | -2.7% | -5.5% | -7.0% |
| 30D | -7.4% | -10.0% | +2.6% | -2.7% |
| 3M | -24.2% | +1.6% | -25.8% | -27.4% |
| 6M | +14.2% | +25.0% | -10.8% | -5.7% |
| YTD | +8.0% | +10.6% | -2.6% | -5.7% |
| 1Y | +55.5% | +14.0% | +41.6% | +32.4% |
| 3Y | +429.6% | +32.5% | +397.1% | +320.3% |
| 5Y | +20.8% | -68.3% | +89.1% | +30.9% |
| All | +61.0% | -83.3% | +144.3% | +75.2% |
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