+29.3%
CIFR vs ZM
-67.1%
+96.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.5% |
| 7D | +11.3% | +0.3% | +11.0% | +10.9% |
| 30D | +3.5% | -10.3% | +13.8% | +10.4% |
| 3M | -26.6% | -0.7% | -26.0% | -29.5% |
| 6M | +18.1% | +24.8% | -6.7% | -8.9% |
| YTD | +14.5% | +11.5% | +3.0% | -6.0% |
| 1Y | +83.3% | +12.3% | +71.0% | +47.5% |
| 3Y | +461.5% | +33.5% | +428.0% | +296.8% |
| 5Y | +29.3% | -67.5% | +96.8% | +48.5% |
| All | +29.3% | -67.1% | +96.4% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling