+62.2%
ZM vs CRL
+97.9%
-35.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.3% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | +5.6% | +11.9% | -6.3% | +3.2% |
| 3M | -9.1% | +20.2% | -29.3% | -12.5% |
| 6M | -2.6% | +107.5% | -110.1% | -16.5% |
| YTD | +15.7% | +69.4% | -53.8% | +2.8% |
| 1Y | +18.8% | +99.7% | -81.0% | +1.8% |
| 3Y | +62.2% | +98.8% | -36.6% | +38.7% |
| All | +62.2% | +97.9% | -35.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling