-67.2%
ZM vs CPB
-38.5%
-28.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.6% | -4.9% |
| 7D | +1.6% | -8.2% | +9.8% | +2.1% |
| 30D | -7.7% | -5.6% | -2.1% | -7.5% |
| 3M | -4.7% | +3.0% | -7.6% | -4.8% |
| 6M | +24.4% | -12.7% | +37.2% | +24.3% |
| YTD | +11.8% | -18.0% | +29.7% | +11.8% |
| 1Y | +13.4% | -31.7% | +45.1% | +13.3% |
| 3Y | +33.8% | -41.0% | +74.8% | +33.0% |
| 5Y | -67.2% | -38.4% | -28.8% | -66.7% |
| All | -67.2% | -38.5% | -28.6% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling