+61.0%
ZM vs CAG
-31.2%
+92.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +2.1% |
| 7D | +11.0% | -3.3% | +14.4% | +11.1% |
| 30D | +5.6% | +7.7% | -2.0% | +5.2% |
| 3M | -9.1% | -3.2% | -6.0% | -9.0% |
| 6M | -2.6% | +7.0% | -9.5% | -3.0% |
| YTD | +15.7% | -9.0% | +24.6% | +15.8% |
| 1Y | +18.8% | -9.6% | +28.4% | +18.9% |
| 3Y | +62.2% | -36.0% | +98.2% | +64.1% |
| 5Y | -60.9% | -40.9% | -20.0% | -60.2% |
| All | +61.0% | -31.2% | +92.1% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling