-67.1%
ZM vs CBOE
+136.7%
-203.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.4% |
| 7D | -5.7% | -5.8% | +0.1% | -4.9% |
| 30D | -9.1% | -3.1% | -5.9% | -8.8% |
| 3M | +3.5% | -4.8% | +8.3% | +3.8% |
| 6M | +25.7% | -0.6% | +26.2% | +24.0% |
| YTD | +10.8% | +12.8% | -2.0% | +6.1% |
| 1Y | +12.8% | +19.8% | -7.0% | +6.6% |
| 3Y | +33.1% | +86.9% | -53.8% | +4.1% |
| All | -67.1% | +136.7% | -203.7% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling