+170.6%
CVX vs ZM
-67.8%
+238.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | +0.7% | -2.7% | +3.4% | +0.8% |
| 30D | +9.1% | -10.0% | +19.1% | +9.7% |
| 3M | +13.1% | +1.6% | +11.5% | +12.8% |
| 6M | +16.3% | +25.0% | -8.7% | +14.4% |
| YTD | +43.5% | +10.6% | +32.9% | +42.0% |
| 1Y | +40.2% | +14.0% | +26.2% | +38.3% |
| 3Y | +44.2% | +32.5% | +11.8% | +40.0% |
| 5Y | +170.6% | -68.3% | +239.0% | +159.3% |
| All | +170.6% | -67.8% | +238.5% | +159.3% |
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 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