+20.8%
COP vs ZM
+30.9%
-10.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +0.9% |
| 7D | -0.8% | +1.6% | -2.5% | -1.0% |
| 30D | +15.6% | -7.7% | +23.3% | +16.2% |
| 3M | +14.3% | -4.7% | +19.0% | +14.6% |
| 6M | +17.0% | +24.4% | -7.5% | +13.8% |
| YTD | +47.4% | +11.8% | +35.7% | +44.7% |
| 1Y | +52.4% | +13.4% | +39.1% | +49.1% |
| 3Y | +20.8% | +33.8% | -13.0% | +12.4% |
| All | +20.8% | +30.9% | -10.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling