+67.8%
CSX vs ZM
-66.0%
+133.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.5% |
| 7D | -3.4% | +2.9% | -6.3% | -3.7% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | +7.2% | -3.7% | +10.9% | +7.4% |
| 6M | +16.2% | +29.9% | -13.7% | +11.6% |
| YTD | +37.5% | +17.4% | +20.1% | +33.3% |
| 1Y | +53.2% | +22.4% | +30.8% | +47.4% |
| 3Y | +68.2% | +41.3% | +26.9% | +56.8% |
| All | +67.8% | -66.0% | +133.8% | +54.3% |
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