+47.7%
ZM vs CG
+53.5%
-5.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.5% |
| 7D | -1.0% | +2.0% | -3.0% | -1.6% |
| 30D | -7.0% | +8.5% | -15.5% | -9.4% |
| 3M | -15.2% | -12.1% | -3.1% | -12.2% |
| 6M | -16.8% | -16.4% | -0.3% | -12.8% |
| YTD | +5.4% | -28.0% | +33.3% | +14.3% |
| 1Y | +9.3% | -18.9% | +28.2% | +14.5% |
| All | +47.7% | +53.5% | -5.8% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling