+63.4%
ZM vs CASY
+491.9%
-428.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.2% |
| 7D | +2.9% | +0.1% | +2.9% | +3.0% |
| 30D | +0.7% | -11.3% | +12.0% | +0.3% |
| 3M | -3.7% | -0.6% | -3.0% | -3.6% |
| 6M | +29.9% | +10.7% | +19.2% | +30.6% |
| YTD | +17.4% | +37.1% | -19.7% | +18.9% |
| 1Y | +22.4% | +52.3% | -29.9% | +24.4% |
| 3Y | +41.3% | +215.2% | -173.9% | +52.5% |
| 5Y | -66.0% | +276.5% | -342.5% | -62.9% |
| All | +63.4% | +491.9% | -428.4% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling