+63.4%
ZM vs CRL
+115.6%
-52.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +4.9% | +3.7% |
| 7D | +2.9% | -1.0% | +4.0% | +3.2% |
| 30D | +0.7% | +10.7% | -10.0% | -2.4% |
| 3M | -3.7% | +55.3% | -59.0% | -16.5% |
| 6M | +29.9% | +60.7% | -30.8% | +10.2% |
| YTD | +17.4% | +44.6% | -27.2% | +2.4% |
| 1Y | +22.4% | +77.7% | -55.4% | -0.9% |
| 3Y | +41.3% | +37.6% | +3.7% | +17.9% |
| 5Y | -66.0% | -35.8% | -30.2% | -65.2% |
| All | +63.4% | +115.6% | -52.2% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling