+63.4%
ZM vs CP
+125.2%
-61.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.2% |
| 7D | +2.9% | -2.7% | +5.6% | +3.4% |
| 30D | +0.7% | +0.2% | +0.5% | +0.7% |
| 3M | -3.7% | +2.6% | -6.3% | -4.1% |
| 6M | +29.9% | +6.0% | +23.9% | +28.4% |
| YTD | +17.4% | +24.9% | -7.5% | +12.5% |
| 1Y | +22.4% | +20.1% | +2.3% | +18.0% |
| 3Y | +41.3% | +16.4% | +24.9% | +35.9% |
| 5Y | -66.0% | +31.7% | -97.8% | -67.6% |
| All | +63.4% | +125.2% | -61.8% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling