+643.4%
COHR vs ZM
+47.0%
+596.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -5.7% | +14.0% | +9.5% |
| 30D | -14.1% | -9.1% | -5.0% | -12.9% |
| 3M | -16.0% | +3.5% | -19.5% | -17.2% |
| 6M | +21.5% | +25.7% | -4.2% | +14.2% |
| YTD | +65.4% | +10.8% | +54.7% | +58.7% |
| 1Y | +195.0% | +12.8% | +182.2% | +181.4% |
| 3Y | +830.2% | +33.1% | +797.0% | +752.4% |
| 5Y | +397.1% | -68.3% | +465.4% | +423.9% |
| All | +643.4% | +47.0% | +596.3% | +566.6% |
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 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