+134.2%
CVS vs ZM
+55.9%
+78.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -0.4% |
| 7D | +4.0% | +2.9% | +1.0% | +4.0% |
| 30D | -2.4% | +0.7% | -3.1% | -2.4% |
| 3M | +2.7% | -3.7% | +6.3% | +2.6% |
| 6M | +21.9% | +29.9% | -8.0% | +22.1% |
| YTD | +24.7% | +17.4% | +7.3% | +25.0% |
| 1Y | +35.4% | +22.4% | +13.1% | +35.7% |
| 3Y | +65.2% | +41.3% | +23.9% | +65.6% |
| 5Y | +30.5% | -66.0% | +96.6% | +25.2% |
| All | +134.2% | +55.9% | +78.3% | +110.6% |
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