-67.2%
ZM vs CP
+34.0%
-101.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.7% |
| 7D | +1.6% | +2.4% | -0.8% | +0.8% |
| 30D | -7.7% | -0.5% | -7.2% | -7.6% |
| 3M | -4.7% | +1.4% | -6.1% | -5.2% |
| 6M | +24.4% | +10.3% | +14.1% | +19.4% |
| YTD | +11.8% | +24.3% | -12.5% | +1.7% |
| 1Y | +13.4% | +20.4% | -7.1% | +4.2% |
| 3Y | +33.8% | +21.8% | +12.1% | +19.5% |
| 5Y | -67.2% | +31.5% | -98.7% | -72.1% |
| All | -67.2% | +34.0% | -101.2% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling