+9.6%
ZM vs CRS
-3.8%
+13.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -8.4% | +4.3% | -12.7% | -8.5% |
| 30D | -1.9% | -25.5% | +23.6% | -0.9% |
| 3M | -10.1% | -48.7% | +38.7% | -9.4% |
| 6M | -13.9% | -31.6% | +17.8% | -13.8% |
| YTD | +6.4% | -7.0% | +13.5% | +3.8% |
| 1Y | +9.6% | -4.5% | +14.1% | +5.4% |
| All | +9.6% | -3.8% | +13.4% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling