+55.1%
ZM vs COO
-9.4%
+64.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +1.6% |
| 7D | +0.3% | -9.0% | +9.3% | +3.2% |
| 30D | -10.3% | -16.8% | +6.5% | -5.2% |
| 3M | -0.7% | -7.5% | +6.8% | +1.5% |
| 6M | +24.8% | -16.3% | +41.1% | +31.2% |
| YTD | +11.5% | -22.5% | +34.0% | +20.0% |
| 1Y | +12.3% | -7.0% | +19.3% | +13.5% |
| 3Y | +33.5% | -27.5% | +60.9% | +42.0% |
| 5Y | -67.5% | -43.3% | -24.2% | -65.5% |
| All | +55.1% | -9.4% | +64.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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