+37.5%
ZM vs CASY
+220.7%
-183.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.3% |
| 7D | +2.9% | +0.1% | +2.9% | +2.9% |
| 30D | +0.7% | -11.3% | +12.0% | +1.3% |
| 3M | -3.7% | -0.6% | -3.0% | -3.9% |
| 6M | +29.9% | +10.7% | +19.2% | +28.2% |
| YTD | +17.4% | +37.1% | -19.7% | +13.3% |
| 1Y | +22.4% | +52.3% | -29.9% | +16.7% |
| All | +37.5% | +220.7% | -183.2% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling