+79.2%
CIFR vs ZM
-82.3%
+161.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.1% | +0.3% |
| 7D | +16.9% | +2.9% | +14.0% | +15.3% |
| 30D | -5.2% | +0.7% | -5.9% | -6.5% |
| 3M | -30.6% | -3.7% | -26.9% | -30.9% |
| 6M | +10.6% | +29.9% | -19.3% | -10.3% |
| YTD | +20.2% | +17.4% | +2.8% | +1.7% |
| 1Y | +139.7% | +22.4% | +117.3% | +96.2% |
| 3Y | +489.4% | +41.3% | +448.1% | +352.0% |
| 5Y | +54.4% | -66.0% | +120.4% | +62.2% |
| All | +79.2% | -82.3% | +161.5% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling