+57.6%
ZM vs CAG
-32.0%
+89.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | +10.0% | -6.2% | +16.2% | +10.2% |
| 30D | -0.5% | +7.4% | -7.9% | -0.9% |
| 3M | -7.1% | -1.6% | -5.5% | -7.0% |
| 6M | -5.1% | +6.3% | -11.4% | -5.5% |
| YTD | +13.2% | -10.1% | +23.3% | +13.4% |
| 1Y | +15.3% | -10.2% | +25.6% | +15.5% |
| 3Y | +57.4% | -37.3% | +94.7% | +59.4% |
| 5Y | -61.7% | -41.6% | -20.1% | -61.0% |
| All | +57.6% | -32.0% | +89.6% | +80.5% |
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