+116.0%
CTAS vs ZM
-60.9%
+176.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.6% |
| 7D | +2.0% | +11.0% | -9.1% | +0.5% |
| 30D | +8.7% | +5.6% | +3.0% | +7.7% |
| 3M | +13.3% | -9.1% | +22.4% | +14.4% |
| 6M | +39.4% | -2.6% | +42.0% | +38.8% |
| YTD | +21.5% | +15.7% | +5.8% | +16.9% |
| 1Y | +21.9% | +18.8% | +3.1% | +16.6% |
| 3Y | +73.6% | +62.2% | +11.5% | +54.5% |
| All | +116.0% | -60.9% | +176.9% | +114.3% |
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