-67.2%
ZM vs CAPR
+87.6%
-154.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.6% | -1.2% | -4.8% |
| 7D | +1.6% | -9.5% | +11.1% | +1.7% |
| 30D | -7.7% | +121.5% | -129.2% | -8.6% |
| 3M | -4.7% | -65.4% | +60.7% | -4.2% |
| 6M | +24.4% | -67.5% | +92.0% | +25.1% |
| YTD | +11.8% | -68.6% | +80.4% | +12.3% |
| 1Y | +13.4% | +42.7% | -29.3% | +7.8% |
| 3Y | +33.8% | +43.4% | -9.5% | +15.2% |
| 5Y | -67.2% | +86.0% | -153.2% | -75.6% |
| All | -67.2% | +87.6% | -154.7% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling