+105.1%
CTVA vs ZM
-68.2%
+173.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.5% | -5.7% | +1.2% | -4.1% |
| 30D | +11.3% | -9.1% | +20.4% | +12.0% |
| 3M | +12.3% | +3.5% | +8.8% | +11.7% |
| 6M | +7.2% | +25.7% | -18.5% | +4.3% |
| YTD | +26.0% | +10.8% | +15.3% | +23.8% |
| 1Y | +16.0% | +12.8% | +3.3% | +13.6% |
| 3Y | +73.9% | +33.1% | +40.8% | +65.9% |
| All | +105.1% | -68.2% | +173.3% | +115.0% |
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