-67.2%
ZM vs CFG
+100.9%
-168.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.4% |
| 7D | +1.6% | +2.7% | -1.1% | +0.7% |
| 30D | -7.7% | -3.7% | -4.0% | -6.6% |
| 3M | -4.7% | +9.5% | -14.1% | -7.9% |
| 6M | +24.4% | +22.2% | +2.2% | +15.1% |
| YTD | +11.8% | +22.3% | -10.6% | +2.9% |
| 1Y | +13.4% | +39.4% | -26.1% | -0.8% |
| 3Y | +33.8% | +188.5% | -154.7% | -13.4% |
| 5Y | -67.2% | +101.5% | -168.7% | -74.5% |
| All | -67.2% | +100.9% | -168.1% | -74.5% |
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