+47.9%
ZM vs CASY
+442.3%
-394.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +2.1% |
| 7D | -0.3% | +3.6% | -3.9% | -0.2% |
| 30D | -6.2% | +7.2% | -13.4% | -6.0% |
| 3M | -12.2% | -16.9% | +4.7% | -12.8% |
| 6M | -16.0% | -19.3% | +3.3% | -16.4% |
| YTD | +6.3% | +25.6% | -19.4% | +7.3% |
| 1Y | +12.3% | +30.2% | -17.9% | +13.5% |
| 3Y | +51.2% | +154.9% | -103.7% | +60.5% |
| 5Y | -64.5% | +252.1% | -316.6% | -61.1% |
| All | +47.9% | +442.3% | -394.4% | +104.9% |
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