+194.9%
COR vs ZM
-64.6%
+259.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | +2.4% | -1.0% | +3.4% | +2.4% |
| 30D | +7.7% | -7.0% | +14.7% | +7.7% |
| 3M | +7.5% | -15.2% | +22.7% | +7.5% |
| 6M | +34.1% | -16.8% | +50.9% | +34.1% |
| YTD | +3.9% | +5.4% | -1.5% | +4.0% |
| 1Y | -3.6% | +9.3% | -13.0% | -3.6% |
| 3Y | +80.5% | +46.5% | +34.0% | +79.5% |
| 5Y | +194.9% | -63.8% | +258.7% | +184.0% |
| All | +194.9% | -64.6% | +259.5% | +184.0% |
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