-65.4%
ZM vs CF
+120.6%
-186.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -5.9% | -3.2% | -2.7% | -5.8% |
| 30D | -5.2% | +4.3% | -9.5% | -5.4% |
| 3M | -11.3% | +2.8% | -14.1% | -11.5% |
| 6M | -14.5% | +0.6% | -15.1% | -14.8% |
| YTD | +4.2% | +56.6% | -52.5% | -0.4% |
| 1Y | +9.3% | +49.6% | -40.3% | +5.0% |
| 3Y | +45.4% | +61.5% | -16.1% | +37.6% |
| All | -65.4% | +120.6% | -186.0% | -69.5% |
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