-9.9%
CPRT vs ZM
-67.8%
+57.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -2.2% |
| 7D | +0.4% | +1.6% | -1.2% | 0.0% |
| 30D | +9.9% | -7.7% | +17.6% | +11.8% |
| 3M | +5.6% | -4.7% | +10.3% | +6.3% |
| 6M | -13.6% | +24.4% | -38.1% | -19.4% |
| YTD | -16.7% | +11.8% | -28.5% | -20.8% |
| 1Y | -33.1% | +13.4% | -46.5% | -36.9% |
| 3Y | -27.1% | +33.8% | -60.9% | -35.5% |
| 5Y | -9.9% | -67.2% | +57.3% | -7.2% |
| All | -9.9% | -67.8% | +57.9% | -7.2% |
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