+515.0%
CIFR vs ZM
+30.9%
+484.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.8% | +9.2% | +6.9% |
| 7D | +26.7% | +1.6% | +25.1% | +25.5% |
| 30D | +7.7% | -7.7% | +15.5% | +11.2% |
| 3M | -23.8% | -4.7% | -19.1% | -23.8% |
| 6M | +35.9% | +24.4% | +11.5% | +8.1% |
| YTD | +25.4% | +11.8% | +13.6% | +5.5% |
| 1Y | +139.8% | +13.4% | +126.4% | +96.9% |
| 3Y | +515.0% | +33.8% | +481.1% | +352.0% |
| All | +515.0% | +30.9% | +484.1% | +352.0% |
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