+55.1%
ZM vs CRL
+108.0%
-52.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +0.3% | -4.6% | +4.9% | +1.8% |
| 30D | -10.3% | +0.5% | -10.8% | -10.4% |
| 3M | -0.7% | +46.6% | -47.3% | -12.3% |
| 6M | +24.8% | +57.3% | -32.5% | +6.6% |
| YTD | +11.5% | +39.5% | -28.1% | -1.7% |
| 1Y | +12.3% | +76.9% | -64.5% | -8.9% |
| 3Y | +33.5% | +39.4% | -5.9% | +10.5% |
| 5Y | -67.5% | -37.2% | -30.3% | -66.5% |
| All | +55.1% | +108.0% | -52.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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