+55.1%
ZM vs CASY
+392.4%
-337.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +14.0% | -0.7% |
| 7D | +0.3% | -16.5% | +16.9% | -0.2% |
| 30D | -10.3% | -26.4% | +16.1% | -11.2% |
| 3M | -0.7% | -17.3% | +16.6% | -1.1% |
| 6M | +24.8% | -5.2% | +30.0% | +24.9% |
| YTD | +11.5% | +14.1% | -2.6% | +12.2% |
| 1Y | +12.3% | +16.6% | -4.3% | +13.2% |
| 3Y | +33.5% | +163.7% | -130.2% | +43.3% |
| 5Y | -67.5% | +231.3% | -298.8% | -64.0% |
| All | +55.1% | +392.4% | -337.3% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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