+175.3%
COP vs ZM
+50.3%
+125.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +3.4% | +10.0% | -6.6% | +3.8% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | +10.8% | -7.1% | +17.8% | +10.5% |
| 6M | +19.6% | -5.1% | +24.7% | +19.6% |
| YTD | +52.9% | +13.2% | +39.7% | +54.3% |
| 1Y | +62.2% | +15.3% | +46.9% | +63.9% |
| 3Y | +32.4% | +57.4% | -25.1% | +36.2% |
| 5Y | +129.7% | -61.7% | +191.4% | +108.2% |
| All | +175.3% | +50.3% | +125.0% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling