+62.2%
ZM vs CF
+68.9%
-6.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +11.0% | +4.8% | +6.3% | +10.9% |
| 30D | +5.6% | +4.7% | +0.9% | +5.6% |
| 3M | -9.1% | +7.4% | -16.6% | -9.3% |
| 6M | -2.6% | +0.6% | -3.2% | -2.6% |
| YTD | +15.7% | +64.1% | -48.5% | +8.2% |
| 1Y | +18.8% | +51.4% | -32.7% | +12.5% |
| 3Y | +62.2% | +67.8% | -5.6% | +46.6% |
| All | +62.2% | +68.9% | -6.7% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling