+55.1%
ZM vs CAPR
+69.4%
-14.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.2% |
| 7D | +0.3% | -12.6% | +13.0% | +0.4% |
| 30D | -10.3% | +124.4% | -134.7% | -10.9% |
| 3M | -0.7% | -66.8% | +66.1% | -0.3% |
| 6M | +24.8% | -71.8% | +96.6% | +25.4% |
| YTD | +11.5% | -70.1% | +81.5% | +11.8% |
| 1Y | +12.3% | +33.3% | -21.0% | +9.0% |
| 3Y | +33.5% | +36.7% | -3.2% | +27.4% |
| 5Y | -67.5% | +72.5% | -139.9% | -69.3% |
| All | +55.1% | +69.4% | -14.3% | +42.1% |
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