-27.8%
COIN vs ZM
-68.2%
+40.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -5.1% | -5.7% | +0.6% | -0.4% |
| 30D | +17.6% | -9.1% | +26.7% | +26.8% |
| 3M | +9.2% | +3.5% | +5.7% | +4.0% |
| 6M | -11.8% | +25.7% | -37.4% | -32.7% |
| YTD | -22.5% | +10.8% | -33.3% | -35.7% |
| 1Y | -45.9% | +12.8% | -58.7% | -56.2% |
| 3Y | +117.4% | +33.1% | +84.2% | +46.3% |
| All | -27.8% | -68.2% | +40.3% | +19.5% |
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 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