+63.4%
ZM vs CAPR
+84.3%
-20.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.2% |
| 7D | +2.9% | -2.0% | +4.9% | +3.0% |
| 30D | +0.7% | +139.2% | -138.5% | 0.0% |
| 3M | -3.7% | -66.4% | +62.7% | -3.3% |
| 6M | +29.9% | -63.1% | +93.0% | +30.2% |
| YTD | +17.4% | -67.4% | +84.9% | +17.8% |
| 1Y | +22.4% | +58.2% | -35.9% | +18.5% |
| 3Y | +41.3% | +42.2% | -0.9% | +34.9% |
| 5Y | -66.0% | +87.3% | -153.3% | -67.9% |
| All | +63.4% | +84.3% | -20.9% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling