+165.4%
COP vs ZM
+48.4%
+117.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +0.4% |
| 7D | -0.8% | +1.6% | -2.5% | -0.8% |
| 30D | +15.6% | -7.7% | +23.3% | +15.3% |
| 3M | +14.3% | -4.7% | +19.0% | +14.2% |
| 6M | +17.0% | +24.4% | -7.5% | +18.3% |
| YTD | +47.4% | +11.8% | +35.7% | +48.6% |
| 1Y | +52.4% | +13.4% | +39.1% | +53.8% |
| 3Y | +20.8% | +33.8% | -13.0% | +23.1% |
| 5Y | +191.7% | -67.2% | +258.8% | +160.0% |
| All | +165.4% | +48.4% | +117.1% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling