+55.5%
ZM vs CRS
+926.9%
-871.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.5% | -1.3% | -4.6% |
| 7D | +1.6% | -3.1% | +4.7% | +1.8% |
| 30D | -7.7% | -19.6% | +11.9% | -6.5% |
| 3M | -4.7% | -8.1% | +3.4% | -4.4% |
| 6M | +24.4% | +18.6% | +5.9% | +22.4% |
| YTD | +11.8% | +45.9% | -34.1% | +8.3% |
| 1Y | +13.4% | +82.5% | -69.1% | +8.0% |
| 3Y | +33.8% | +648.9% | -615.1% | +18.2% |
| 5Y | -67.2% | +1,438.1% | -1,505.3% | -70.9% |
| All | +55.5% | +926.9% | -871.4% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling