+39.9%
CL vs ZM
-65.8%
+105.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.2% |
| 7D | +1.3% | -5.9% | +7.2% | +1.4% |
| 30D | +11.4% | -5.2% | +16.5% | +11.3% |
| 3M | +4.4% | -11.3% | +15.7% | +4.5% |
| 6M | +10.8% | -14.5% | +25.3% | +10.8% |
| YTD | +25.1% | +4.2% | +21.0% | +24.8% |
| 1Y | +28.0% | +9.3% | +18.6% | +27.4% |
| 3Y | +37.6% | +45.4% | -7.8% | +35.5% |
| All | +39.9% | -65.8% | +105.7% | +32.6% |
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