+54.1%
ZM vs CGNX
+23.0%
+31.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.8% |
| 7D | -5.7% | +3.2% | -8.8% | -6.4% |
| 30D | -9.1% | +6.0% | -15.1% | -10.6% |
| 3M | +3.5% | +3.5% | 0.0% | +1.6% |
| 6M | +25.7% | +26.3% | -0.6% | +16.7% |
| YTD | +10.8% | +79.2% | -68.5% | -8.0% |
| 1Y | +12.8% | +43.8% | -31.0% | -1.4% |
| 3Y | +33.1% | +52.0% | -18.8% | +9.6% |
| 5Y | -68.3% | -24.0% | -44.3% | -70.7% |
| All | +54.1% | +23.0% | +31.2% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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