+171.9%
COF vs ZM
+48.0%
+123.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -3.4% | -10.3% | +6.9% | -2.8% |
| 3M | +15.4% | -0.7% | +16.1% | +15.3% |
| 6M | +14.4% | +24.8% | -10.4% | +12.7% |
| YTD | -12.0% | +11.5% | -23.4% | -12.9% |
| 1Y | -3.7% | +12.3% | -16.1% | -4.8% |
| 3Y | +121.1% | +33.5% | +87.6% | +116.4% |
| 5Y | +47.8% | -67.5% | +115.3% | +27.6% |
| All | +171.9% | +48.0% | +123.9% | +160.5% |
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 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