+303.9%
CTAS vs ZM
+55.9%
+248.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.5% |
| 7D | -1.8% | +2.9% | -4.8% | -2.0% |
| 30D | -0.2% | +0.7% | -0.9% | -0.3% |
| 3M | +11.7% | -3.7% | +15.4% | +11.7% |
| 6M | +0.7% | +29.9% | -29.2% | -1.0% |
| YTD | +7.4% | +17.4% | -10.0% | +6.0% |
| 1Y | -2.1% | +22.4% | -24.5% | -3.7% |
| 3Y | +62.9% | +41.3% | +21.7% | +58.4% |
| 5Y | +111.9% | -66.0% | +177.9% | +103.8% |
| All | +303.9% | +55.9% | +248.0% | +292.2% |
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