+54.1%
ZM vs CG
+178.0%
-123.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | -5.7% | -9.9% | +4.2% | -2.3% |
| 30D | -9.1% | -11.7% | +2.6% | -5.2% |
| 3M | +3.5% | -4.3% | +7.8% | +4.7% |
| 6M | +25.7% | -8.8% | +34.4% | +28.7% |
| YTD | +10.8% | -26.9% | +37.6% | +21.4% |
| 1Y | +12.8% | -35.4% | +48.2% | +28.5% |
| 3Y | +33.1% | +43.0% | -9.9% | +9.4% |
| 5Y | -68.3% | +1.9% | -70.2% | -72.0% |
| All | +54.1% | +178.0% | -123.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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