+9.6%
ZM vs CAI
+12.6%
-3.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -8.4% | -6.3% | -2.1% | -7.9% |
| 30D | -1.9% | +9.3% | -11.2% | -2.6% |
| 3M | -10.1% | +106.3% | -116.4% | -14.8% |
| 6M | -13.9% | +77.7% | -91.6% | -17.4% |
| YTD | +6.4% | +23.1% | -16.7% | +5.7% |
| 1Y | +9.6% | +6.5% | +3.0% | +10.8% |
| All | +9.6% | +12.6% | -3.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling