+61.0%
ZM vs CP
+132.0%
-71.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +11.0% | +2.1% | +8.9% | +10.7% |
| 30D | +5.6% | +9.3% | -3.7% | +4.1% |
| 3M | -9.1% | +0.5% | -9.6% | -9.3% |
| 6M | -2.6% | +10.4% | -13.0% | -4.2% |
| YTD | +15.7% | +28.7% | -13.0% | +10.2% |
| 1Y | +18.8% | +33.2% | -14.4% | +12.5% |
| 3Y | +62.2% | +38.4% | +23.7% | +52.2% |
| 5Y | -60.9% | +26.2% | -87.0% | -62.9% |
| All | +61.0% | +132.0% | -71.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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