+147.2%
CVX vs ZM
+47.0%
+100.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | -5.7% | +8.3% | +2.4% |
| 30D | +9.8% | -9.1% | +18.9% | +9.5% |
| 3M | +16.2% | +3.5% | +12.7% | +16.4% |
| 6M | +13.6% | +25.7% | -12.1% | +14.8% |
| YTD | +44.4% | +10.8% | +33.6% | +45.4% |
| 1Y | +40.6% | +12.8% | +27.8% | +41.7% |
| 3Y | +48.2% | +33.1% | +15.0% | +50.6% |
| 5Y | +172.3% | -68.3% | +240.6% | +144.8% |
| All | +147.2% | +47.0% | +100.1% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling