+61.0%
ZM vs CAPR
+86.9%
-25.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.9% | +9.1% | +2.2% |
| 7D | +11.0% | +5.9% | +5.1% | +11.0% |
| 30D | +5.6% | +44.6% | -39.0% | +5.4% |
| 3M | -9.1% | +126.4% | -135.5% | -9.8% |
| 6M | -2.6% | -68.6% | +66.0% | -2.2% |
| YTD | +15.7% | -67.0% | +82.6% | +15.9% |
| 1Y | +18.8% | +65.2% | -46.4% | +15.0% |
| 3Y | +62.2% | +235.6% | -173.4% | +53.5% |
| 5Y | -60.9% | +175.4% | -236.3% | -63.1% |
| All | +61.0% | +86.9% | -25.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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