+68.7%
CL vs ZM
+50.9%
+17.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.9% | -8.0% | -0.1% |
| 7D | -0.8% | +6.8% | -7.6% | -0.8% |
| 30D | +9.5% | +0.1% | +9.4% | +9.5% |
| 3M | +6.8% | -7.5% | +14.3% | +6.8% |
| 6M | +14.3% | -8.4% | +22.7% | +14.3% |
| YTD | +27.0% | +13.7% | +13.3% | +26.8% |
| 1Y | +26.3% | +15.9% | +10.3% | +26.1% |
| 3Y | +39.3% | +58.0% | -18.8% | +38.5% |
| 5Y | +41.5% | -60.4% | +101.9% | +40.4% |
| All | +68.7% | +50.9% | +17.8% | +56.5% |
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 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