+33.8%
ZM vs CPB
-40.5%
+74.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.6% | -5.0% |
| 7D | +1.6% | -8.2% | +9.8% | +2.6% |
| 30D | -7.7% | -5.6% | -2.1% | -7.2% |
| 3M | -4.7% | +3.0% | -7.6% | -5.1% |
| 6M | +24.4% | -12.7% | +37.2% | +25.1% |
| YTD | +11.8% | -18.0% | +29.7% | +13.0% |
| 1Y | +13.4% | -31.7% | +45.1% | +15.8% |
| 3Y | +33.8% | -41.0% | +74.8% | +36.0% |
| All | +33.8% | -40.5% | +74.3% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling