+12.3%
ZM vs CFG
+38.1%
-25.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.8% |
| 3M | -0.7% | +6.3% | -7.0% | -1.8% |
| 6M | +24.8% | +20.6% | +4.2% | +19.5% |
| YTD | +11.5% | +21.2% | -9.8% | +5.9% |
| 1Y | +12.3% | +38.2% | -25.9% | +1.3% |
| All | +12.3% | +38.1% | -25.8% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling