+89.1%
CPRT vs ZM
+46.9%
+42.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.9% |
| 7D | -8.4% | -2.7% | -5.7% | -8.1% |
| 30D | +4.6% | -10.0% | +14.6% | +5.7% |
| 3M | -1.9% | +1.6% | -3.5% | -2.3% |
| 6M | -15.3% | +25.0% | -40.3% | -17.8% |
| YTD | -21.5% | +10.6% | -32.1% | -23.0% |
| 1Y | -36.6% | +14.0% | -50.6% | -38.1% |
| 3Y | -31.2% | +32.5% | -63.7% | -34.4% |
| 5Y | -14.1% | -68.3% | +54.2% | -15.6% |
| All | +89.1% | +46.9% | +42.2% | +93.8% |
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