+55.5%
ZM vs CBOE
+219.3%
-163.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.1% | -4.8% |
| 7D | +1.6% | -4.6% | +6.3% | +1.6% |
| 30D | -7.7% | +2.6% | -10.4% | -7.7% |
| 3M | -4.7% | +4.9% | -9.6% | -4.8% |
| 6M | +24.4% | -2.2% | +26.6% | +24.2% |
| YTD | +11.8% | +17.7% | -6.0% | +11.4% |
| 1Y | +13.4% | +26.1% | -12.7% | +12.9% |
| 3Y | +33.8% | +97.1% | -63.3% | +31.9% |
| 5Y | -67.2% | +149.2% | -216.3% | -68.2% |
| All | +55.5% | +219.3% | -163.7% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling