-66.2%
ZM vs CASY
+276.6%
-342.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% |
| 3M | -3.7% | -0.6% | -3.0% | -4.4% |
| 6M | +29.9% | +10.7% | +19.2% | +25.7% |
| YTD | +17.4% | +37.1% | -19.7% | +8.3% |
| 1Y | +22.4% | +52.3% | -29.9% | +9.9% |
| 3Y | +41.3% | +215.2% | -173.9% | +1.5% |
| All | -66.2% | +276.6% | -342.9% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling