+33.8%
ZM vs CRL
+37.9%
-4.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -4.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | -7.7% | +5.0% | -12.7% | -8.6% |
| 3M | -4.7% | +50.6% | -55.2% | -12.7% |
| 6M | +24.4% | +60.9% | -36.5% | +11.7% |
| YTD | +11.8% | +40.7% | -29.0% | +3.0% |
| 1Y | +13.4% | +73.3% | -60.0% | -0.6% |
| 3Y | +33.8% | +40.6% | -6.7% | +17.9% |
| All | +33.8% | +37.9% | -4.1% | +17.9% |
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