+15.9%
ZM vs CF
+51.3%
-35.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +8.0% |
| 7D | +6.8% | +10.4% | -3.6% | +8.0% |
| 30D | +0.1% | +7.6% | -7.4% | +1.1% |
| 3M | -7.5% | +5.2% | -12.7% | -6.7% |
| 6M | -8.4% | -0.1% | -8.4% | -7.9% |
| YTD | +13.7% | +61.7% | -48.0% | +20.0% |
| 1Y | +15.9% | +50.3% | -34.4% | +25.2% |
| All | +15.9% | +51.3% | -35.3% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling