+358.4%
CTAS vs ZM
+50.3%
+308.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.5% | +10.0% | -9.5% | 0.0% |
| 30D | +10.2% | -0.5% | +10.7% | +10.2% |
| 3M | +12.1% | -7.1% | +19.2% | +12.4% |
| 6M | +38.3% | -5.1% | +43.4% | +38.2% |
| YTD | +21.9% | +13.2% | +8.7% | +20.5% |
| 1Y | +24.0% | +15.3% | +8.7% | +22.4% |
| 3Y | +75.1% | +57.4% | +17.7% | +69.4% |
| 5Y | +116.9% | -61.7% | +178.6% | +109.5% |
| All | +358.4% | +50.3% | +308.1% | +345.6% |
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