+45.0%
ZM vs CF
+229.6%
-184.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -5.9% | -3.2% | -2.7% | -6.0% |
| 30D | -5.2% | +4.3% | -9.5% | -5.0% |
| 3M | -11.3% | +2.8% | -14.1% | -11.1% |
| 6M | -14.5% | +0.6% | -15.1% | -14.4% |
| YTD | +4.2% | +56.6% | -52.5% | +5.4% |
| 1Y | +9.3% | +49.6% | -40.3% | +10.5% |
| 3Y | +45.4% | +61.5% | -16.1% | +47.6% |
| 5Y | -66.0% | +124.0% | -190.0% | -63.4% |
| All | +45.0% | +229.6% | -184.6% | +111.8% |
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