+55.1%
ZM vs CFG
+171.3%
-116.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -10.3% | -4.5% | -5.7% | -10.2% |
| 3M | -0.7% | +6.3% | -7.0% | -0.9% |
| 6M | +24.8% | +20.6% | +4.2% | +24.0% |
| YTD | +11.5% | +21.2% | -9.8% | +10.7% |
| 1Y | +12.3% | +38.2% | -25.9% | +11.1% |
| 3Y | +33.5% | +185.9% | -152.5% | +32.4% |
| 5Y | -67.5% | +97.0% | -164.5% | -68.5% |
| All | +55.1% | +171.3% | -116.2% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling