+22.4%
ZM vs CBOE
+29.2%
-6.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +2.9% | -3.6% | +6.6% | +3.0% |
| 30D | +0.7% | +5.1% | -4.4% | +0.6% |
| 3M | -3.7% | +4.6% | -8.3% | -4.3% |
| 6M | +29.9% | -0.3% | +30.1% | +26.8% |
| YTD | +17.4% | +19.8% | -2.3% | +12.8% |
| 1Y | +22.4% | +28.4% | -6.0% | +17.2% |
| All | +22.4% | +29.2% | -6.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling