+57.6%
ZM vs CG
+158.4%
-100.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +1.1% |
| 7D | +10.0% | -1.5% | +11.5% | +10.4% |
| 30D | -0.5% | +5.7% | -6.2% | -2.7% |
| 3M | -7.1% | -17.9% | +10.8% | -1.1% |
| 6M | -5.1% | -20.2% | +15.1% | +1.5% |
| YTD | +13.2% | -32.0% | +45.2% | +26.7% |
| 1Y | +15.3% | -27.0% | +42.4% | +25.9% |
| 3Y | +57.4% | +42.8% | +14.7% | +28.9% |
| 5Y | -61.7% | -23.4% | -38.2% | -64.5% |
| All | +57.6% | +158.4% | -100.8% | -0.1% |
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