+46.6%
ZM vs CASY
+447.3%
-400.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.8% |
| 7D | -1.0% | +5.0% | -6.0% | -0.9% |
| 30D | -7.0% | +8.2% | -15.2% | -6.8% |
| 3M | -15.2% | -18.2% | +3.0% | -15.8% |
| 6M | -16.8% | -18.6% | +1.8% | -17.1% |
| YTD | +5.4% | +26.8% | -21.4% | +6.4% |
| 1Y | +9.3% | +31.6% | -22.3% | +10.6% |
| 3Y | +46.5% | +156.5% | -110.0% | +55.5% |
| 5Y | -63.8% | +258.6% | -322.4% | -60.2% |
| All | +46.6% | +447.3% | -400.7% | +103.2% |
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