+460.5%
COR vs ZM
+47.0%
+413.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.8% | -5.7% | +2.9% | -3.0% |
| 30D | +2.6% | -9.1% | +11.6% | +2.3% |
| 3M | +14.5% | +3.5% | +10.9% | +14.6% |
| 6M | -7.8% | +25.7% | -33.5% | -7.0% |
| YTD | -4.2% | +10.8% | -15.0% | -3.7% |
| 1Y | +7.0% | +12.8% | -5.8% | +7.7% |
| 3Y | +85.5% | +33.1% | +52.4% | +88.0% |
| 5Y | +181.2% | -68.3% | +249.5% | +170.7% |
| All | +460.5% | +47.0% | +413.5% | +423.5% |
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