+106.2%
CSX vs ZM
+38.3%
+67.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.4% |
| 7D | -5.5% | -5.9% | +0.4% | -5.4% |
| 30D | +4.9% | -5.2% | +10.1% | +5.0% |
| 3M | -2.9% | -11.3% | +8.4% | -2.6% |
| 6M | +8.3% | -14.5% | +22.9% | +8.7% |
| YTD | +36.7% | +4.2% | +32.6% | +36.1% |
| 1Y | +41.5% | +9.3% | +32.2% | +40.6% |
| 3Y | +68.6% | +45.4% | +23.2% | +66.0% |
| 5Y | +48.4% | -66.0% | +114.5% | +41.4% |
| All | +106.2% | +38.3% | +67.9% | +98.8% |
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