+138.8%
CSCO vs ZM
+55.9%
+82.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.4% |
| 7D | -0.7% | +2.9% | -3.6% | -0.8% |
| 30D | -10.1% | +0.7% | -10.8% | -10.2% |
| 3M | -15.7% | -3.7% | -12.0% | -15.6% |
| 6M | +36.3% | +29.9% | +6.4% | +33.8% |
| YTD | +43.8% | +17.4% | +26.4% | +41.9% |
| 1Y | +63.9% | +22.4% | +41.5% | +61.3% |
| 3Y | +104.4% | +41.3% | +63.1% | +98.6% |
| 5Y | +111.4% | -66.0% | +177.4% | +103.7% |
| All | +138.8% | +55.9% | +82.9% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling