+138.2%
CIFR vs ZM
+61.1%
+77.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -5.2% |
| 7D | +4.8% | +11.0% | -6.2% | -1.0% |
| 30D | -31.0% | +5.6% | -36.6% | -32.5% |
| 3M | -58.7% | -9.1% | -49.6% | -56.7% |
| 6M | -67.7% | -2.6% | -65.1% | -68.2% |
| YTD | -53.5% | +15.7% | -69.2% | -61.1% |
| 1Y | -54.1% | +18.8% | -72.8% | -62.4% |
| 3Y | +138.2% | +62.2% | +76.0% | +65.3% |
| All | +138.2% | +61.1% | +77.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling