-0.8%
CRM vs ZM
-68.2%
+67.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -5.7% | +1.2% | -1.8% |
| 30D | +28.1% | -9.1% | +37.2% | +34.1% |
| 3M | +48.8% | +3.5% | +45.3% | +46.7% |
| 6M | +28.3% | +25.7% | +2.6% | +16.0% |
| YTD | -6.0% | +10.8% | -16.8% | -11.0% |
| 1Y | +1.4% | +12.8% | -11.3% | -4.9% |
| 3Y | +11.8% | +33.1% | -21.3% | -4.6% |
| All | -0.8% | -68.2% | +67.3% | +27.5% |
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