+241.9%
CORZ vs ZM
+27.6%
+214.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.0% |
| 7D | -11.2% | -5.9% | -5.4% | -9.4% |
| 30D | -26.2% | -5.2% | -21.1% | -24.5% |
| 3M | -44.1% | -11.3% | -32.9% | -42.1% |
| 6M | -52.3% | -14.5% | -37.7% | -50.2% |
| YTD | -19.2% | +4.2% | -23.4% | -22.9% |
| 1Y | -42.9% | +9.3% | -52.2% | -46.7% |
| All | +241.9% | +27.6% | +214.2% | +217.0% |
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 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