+63.4%
ZM vs CFG
+176.8%
-113.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | +2.9% | +1.5% | +1.4% | +2.9% |
| 30D | +0.7% | -3.8% | +4.5% | +0.8% |
| 3M | -3.7% | +11.5% | -15.2% | -4.1% |
| 6M | +29.9% | +19.2% | +10.7% | +29.0% |
| YTD | +17.4% | +23.7% | -6.3% | +16.5% |
| 1Y | +22.4% | +38.8% | -16.5% | +21.0% |
| 3Y | +41.3% | +178.9% | -137.6% | +39.8% |
| 5Y | -66.0% | +101.8% | -167.8% | -67.0% |
| All | +63.4% | +176.8% | -113.4% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling