+393.6%
COHR vs ZM
-68.2%
+461.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -5.7% | +14.0% | +10.2% |
| 30D | -14.1% | -9.1% | -5.0% | -12.0% |
| 3M | -16.0% | +3.5% | -19.5% | -18.1% |
| 6M | +21.5% | +25.7% | -4.2% | +8.5% |
| YTD | +65.4% | +10.8% | +54.7% | +53.1% |
| 1Y | +195.0% | +12.8% | +182.2% | +169.9% |
| 3Y | +830.2% | +33.1% | +797.0% | +682.9% |
| All | +393.6% | -68.2% | +461.7% | +481.6% |
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