+54.0%
ZM vs CAG
-32.1%
+86.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | -2.7% | -5.9% | +3.2% | -2.4% |
| 30D | -10.0% | -1.5% | -8.5% | -9.9% |
| 3M | +1.6% | +11.5% | -9.9% | +1.1% |
| 6M | +25.0% | -15.7% | +40.7% | +25.6% |
| YTD | +10.6% | -10.2% | +20.8% | +10.9% |
| 1Y | +14.0% | -18.1% | +32.0% | +14.6% |
| 3Y | +32.5% | -39.4% | +71.9% | +34.2% |
| 5Y | -68.3% | -42.6% | -25.7% | -67.8% |
| All | +54.0% | -32.1% | +86.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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