+54.1%
ZM vs CRS
+892.5%
-838.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -5.7% | -6.8% | +1.1% | -5.3% |
| 30D | -9.1% | -16.1% | +7.0% | -8.1% |
| 3M | +3.5% | -21.2% | +24.7% | +4.8% |
| 6M | +25.7% | +8.7% | +17.0% | +24.4% |
| YTD | +10.8% | +41.0% | -30.2% | +7.6% |
| 1Y | +12.8% | +82.7% | -69.9% | +7.4% |
| 3Y | +33.1% | +604.8% | -571.6% | +17.9% |
| 5Y | -68.3% | +1,384.7% | -1,453.0% | -71.9% |
| All | +54.1% | +892.5% | -838.4% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling