+61.0%
ZM vs CPB
-23.3%
+84.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.0% | +2.1% |
| 7D | +11.0% | -1.6% | +12.6% | +11.1% |
| 30D | +5.6% | +19.2% | -13.6% | +5.1% |
| 3M | -9.1% | -0.9% | -8.2% | -9.0% |
| 6M | -2.6% | +15.2% | -17.8% | -2.9% |
| YTD | +15.7% | -13.1% | +28.7% | +15.8% |
| 1Y | +18.8% | -22.4% | +41.2% | +19.0% |
| 3Y | +62.2% | -35.3% | +97.5% | +62.2% |
| 5Y | -60.9% | -33.0% | -27.9% | -60.8% |
| All | +61.0% | -23.3% | +84.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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