+120.5%
COP vs ZM
-64.6%
+185.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -6.1% | -1.0% | -5.1% | -6.1% |
| 30D | +1.1% | -7.0% | +8.1% | +1.5% |
| 3M | +10.9% | -15.2% | +26.1% | +11.8% |
| 6M | +20.8% | -16.8% | +37.5% | +21.7% |
| YTD | +48.0% | +5.4% | +42.7% | +46.6% |
| 1Y | +58.5% | +9.3% | +49.2% | +56.4% |
| 3Y | +28.1% | +46.5% | -18.4% | +23.4% |
| 5Y | +120.5% | -63.8% | +184.3% | +92.0% |
| All | +120.5% | -64.6% | +185.1% | +92.0% |
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