-63.8%
ZM vs CPB
-33.2%
-30.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -1.0% | +2.9% | -3.9% | -1.1% |
| 30D | -7.0% | +17.6% | -24.6% | -7.5% |
| 3M | -15.2% | +2.0% | -17.2% | -15.1% |
| 6M | -16.8% | +11.6% | -28.4% | -17.0% |
| YTD | +5.4% | -13.8% | +19.1% | +5.4% |
| 1Y | +9.3% | -21.6% | +30.9% | +9.3% |
| 3Y | +46.5% | -35.8% | +82.3% | +45.9% |
| 5Y | -63.8% | -33.3% | -30.5% | -62.4% |
| All | -63.8% | -33.2% | -30.6% | -62.4% |
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