+57.6%
ZM vs CF
+244.9%
-187.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.3% |
| 7D | +10.0% | +5.4% | +4.6% | +10.2% |
| 30D | -0.5% | +6.5% | -7.0% | -0.2% |
| 3M | -7.1% | +4.6% | -11.7% | -6.8% |
| 6M | -5.1% | -3.3% | -1.8% | -5.0% |
| YTD | +13.2% | +63.9% | -50.7% | +14.7% |
| 1Y | +15.3% | +50.4% | -35.1% | +16.7% |
| 3Y | +57.4% | +68.2% | -10.8% | +60.1% |
| 5Y | -61.7% | +113.8% | -175.5% | -59.1% |
| All | +57.6% | +244.9% | -187.3% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling