+7.1%
CRM vs ZM
+21.7%
-14.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.2% | -3.8% |
| 7D | +1.3% | +2.9% | -1.7% | -0.5% |
| 30D | +34.3% | +0.7% | +33.6% | +33.5% |
| 3M | +37.7% | -3.7% | +41.4% | +39.0% |
| 6M | +34.9% | +29.9% | +5.1% | +19.8% |
| YTD | -1.6% | +17.4% | -19.1% | -8.8% |
| 1Y | +7.1% | +22.4% | -15.3% | -2.7% |
| All | +7.1% | +21.7% | -14.6% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling