+130.0%
CVX vs ZM
-60.9%
+190.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | +3.4% | +11.0% | -7.6% | +2.8% |
| 30D | -1.0% | +5.6% | -6.6% | -1.3% |
| 3M | +12.2% | -9.1% | +21.3% | +12.7% |
| 6M | +20.3% | -2.6% | +22.9% | +20.2% |
| YTD | +48.3% | +15.7% | +32.6% | +46.3% |
| 1Y | +46.9% | +18.8% | +28.2% | +44.6% |
| 3Y | +73.1% | +62.2% | +10.9% | +66.4% |
| All | +130.0% | -60.9% | +190.9% | +104.6% |
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 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