+107.7%
COST vs ZM
-68.2%
+175.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | -5.7% | +4.5% | -0.4% |
| 30D | -4.7% | -9.1% | +4.4% | -3.6% |
| 3M | -7.1% | +3.5% | -10.6% | -7.9% |
| 6M | -8.5% | +25.7% | -34.2% | -12.5% |
| YTD | +5.4% | +10.8% | -5.4% | +2.3% |
| 1Y | -5.6% | +12.8% | -18.4% | -8.9% |
| 3Y | +68.5% | +33.1% | +35.3% | +55.7% |
| All | +107.7% | -68.2% | +175.9% | +111.5% |
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 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