+12.8%
ZM vs CG
-33.8%
+46.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -5.7% | -9.9% | +4.2% | -3.2% |
| 30D | -9.1% | -11.7% | +2.6% | -6.2% |
| 3M | +3.5% | -4.3% | +7.8% | +5.1% |
| 6M | +25.7% | -8.8% | +34.4% | +28.7% |
| YTD | +10.8% | -26.9% | +37.6% | +18.5% |
| 1Y | +12.8% | -35.4% | +48.2% | +20.9% |
| All | +12.8% | -33.8% | +46.6% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling