+63.4%
ZM vs CG
+208.4%
-144.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.8% |
| 7D | +2.9% | -4.3% | +7.3% | +4.5% |
| 30D | +0.7% | -5.1% | +5.8% | +2.4% |
| 3M | -3.7% | +8.7% | -12.4% | -6.7% |
| 6M | +29.9% | -9.2% | +39.1% | +33.2% |
| YTD | +17.4% | -18.9% | +36.3% | +24.3% |
| 1Y | +22.4% | -25.6% | +48.0% | +32.8% |
| 3Y | +41.3% | +57.3% | -16.0% | +12.5% |
| 5Y | -66.0% | +10.2% | -76.2% | -71.0% |
| All | +63.4% | +208.4% | -144.9% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling