-66.2%
ZM vs CF
+227.0%
-293.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +3.4% |
| 7D | +2.9% | +6.0% | -3.1% | +2.6% |
| 30D | +0.7% | +14.8% | -14.2% | -0.1% |
| 3M | -3.7% | +14.1% | -17.7% | -4.5% |
| 6M | +29.9% | +28.5% | +1.3% | +27.0% |
| YTD | +17.4% | +74.9% | -57.5% | +11.7% |
| 1Y | +22.4% | +61.7% | -39.3% | +17.2% |
| 3Y | +41.3% | +80.3% | -39.0% | +33.1% |
| All | -66.2% | +227.0% | -293.2% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling