+47.9%
ZM vs CF
+229.3%
-181.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -6.2% | +6.9% | -13.1% | -5.9% |
| 3M | -12.2% | +4.8% | -17.1% | -12.0% |
| 6M | -16.0% | +4.7% | -20.7% | -15.8% |
| YTD | +6.3% | +56.5% | -50.2% | +7.5% |
| 1Y | +12.3% | +48.4% | -36.2% | +13.5% |
| 3Y | +51.2% | +59.1% | -7.9% | +53.4% |
| 5Y | -64.5% | +109.5% | -174.0% | -62.0% |
| All | +47.9% | +229.3% | -181.4% | +116.1% |
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