-64.5%
ZM vs CFG
+68.3%
-132.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -6.2% | +3.2% | -9.4% | -7.2% |
| 3M | -12.2% | -9.7% | -2.5% | -9.3% |
| 6M | -16.0% | +3.6% | -19.7% | -17.7% |
| YTD | +6.3% | +14.7% | -8.4% | -0.3% |
| 1Y | +12.3% | +29.6% | -17.3% | +0.6% |
| 3Y | +51.2% | +190.6% | -139.3% | -3.9% |
| 5Y | -64.5% | +67.1% | -131.6% | -70.5% |
| All | -64.5% | +68.3% | -132.8% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling