+43.3%
ZM vs CF
+227.3%
-184.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.2% | -9.5% | -3.1% |
| 7D | -9.1% | +0.4% | -9.5% | -9.0% |
| 30D | -5.7% | +2.2% | -7.9% | -5.6% |
| 3M | -11.7% | +2.1% | -13.9% | -11.6% |
| 6M | -18.6% | -6.5% | -12.0% | -18.6% |
| YTD | +2.9% | +55.6% | -52.6% | +4.1% |
| 1Y | +6.3% | +42.3% | -36.0% | +7.4% |
| 3Y | +41.0% | +55.7% | -14.7% | +42.9% |
| 5Y | -66.4% | +122.4% | -188.9% | -63.8% |
| All | +43.3% | +227.3% | -184.1% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling