+57.6%
ZM vs CASY
+453.7%
-396.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.4% |
| 7D | +10.0% | +2.5% | +7.5% | +10.1% |
| 30D | -0.5% | +10.2% | -10.7% | -0.2% |
| 3M | -7.1% | -15.7% | +8.6% | -7.6% |
| 6M | -5.1% | -18.4% | +13.3% | -5.5% |
| YTD | +13.2% | +28.3% | -15.1% | +14.4% |
| 1Y | +15.3% | +32.6% | -17.2% | +16.7% |
| 3Y | +57.4% | +159.5% | -102.1% | +67.2% |
| 5Y | -61.7% | +263.9% | -325.6% | -57.8% |
| All | +57.6% | +453.7% | -396.1% | +118.4% |
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