+46.5%
ZM vs CF
+62.9%
-16.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.9% |
| 7D | -1.0% | +4.8% | -5.8% | -1.1% |
| 30D | -7.0% | +9.7% | -16.7% | -7.2% |
| 3M | -15.2% | +1.2% | -16.4% | -15.2% |
| 6M | -16.8% | +7.4% | -24.1% | -17.2% |
| YTD | +5.4% | +60.5% | -55.2% | -1.4% |
| 1Y | +9.3% | +50.7% | -41.4% | +3.3% |
| 3Y | +46.5% | +64.8% | -18.3% | +31.9% |
| All | +46.5% | +62.9% | -16.4% | +31.9% |
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