+179.7%
COP vs ZM
+53.5%
+126.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.6% | +1.7% |
| 7D | +4.4% | +11.0% | -6.6% | +4.9% |
| 30D | 0.0% | +5.6% | -5.7% | +0.2% |
| 3M | +15.0% | -9.1% | +24.2% | +14.7% |
| 6M | +22.0% | -2.6% | +24.6% | +22.1% |
| YTD | +55.3% | +15.7% | +39.7% | +56.9% |
| 1Y | +64.1% | +18.8% | +45.4% | +66.0% |
| 3Y | +34.1% | +62.2% | -28.1% | +38.2% |
| 5Y | +133.4% | -60.9% | +194.2% | +111.6% |
| All | +179.7% | +53.5% | +126.1% | +182.4% |
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