+46.6%
ZM vs CFG
+155.5%
-108.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -7.0% | +2.8% | -9.8% | -7.1% |
| 3M | -15.2% | -10.1% | -5.1% | -14.9% |
| 6M | -16.8% | +3.2% | -19.9% | -16.9% |
| YTD | +5.4% | +14.2% | -8.8% | +4.8% |
| 1Y | +9.3% | +27.4% | -18.1% | +8.4% |
| 3Y | +46.5% | +187.6% | -141.1% | +45.9% |
| 5Y | -63.8% | +65.7% | -129.5% | -65.7% |
| All | +46.6% | +155.5% | -108.9% | +85.7% |
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