-67.2%
ZM vs COO
-39.5%
-27.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -3.6% |
| 7D | +1.6% | -2.3% | +3.9% | +2.7% |
| 30D | -7.7% | -8.8% | +1.1% | -3.8% |
| 3M | -4.7% | +1.3% | -6.0% | -5.6% |
| 6M | +24.4% | -11.6% | +36.0% | +31.0% |
| YTD | +11.8% | -17.4% | +29.2% | +21.5% |
| 1Y | +13.4% | -1.6% | +15.0% | +11.8% |
| 3Y | +33.8% | -22.6% | +56.5% | +39.1% |
| 5Y | -67.2% | -40.3% | -26.8% | -62.3% |
| All | -67.2% | -39.5% | -27.7% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling