+299.8%
CTAS vs ZM
+46.9%
+253.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.3% | -2.7% | +1.4% | -1.2% |
| 30D | -3.1% | -10.0% | +6.9% | -2.6% |
| 3M | +10.3% | +1.6% | +8.7% | +10.1% |
| 6M | +1.6% | +25.0% | -23.3% | +0.1% |
| YTD | +6.3% | +10.6% | -4.3% | +5.3% |
| 1Y | -0.5% | +14.0% | -14.4% | -1.7% |
| 3Y | +64.6% | +32.5% | +32.1% | +60.5% |
| 5Y | +106.0% | -68.3% | +174.3% | +98.6% |
| All | +299.8% | +46.9% | +253.0% | +289.4% |
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