-15.4%
CCI vs ZM
+48.4%
-63.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.5% |
| 7D | +0.2% | +1.6% | -1.5% | +0.1% |
| 30D | +0.5% | -7.7% | +8.2% | +0.9% |
| 3M | -16.3% | -4.7% | -11.6% | -16.2% |
| 6M | -13.9% | +24.4% | -38.4% | -15.3% |
| YTD | -12.4% | +11.8% | -24.2% | -13.4% |
| 1Y | -15.2% | +13.4% | -28.5% | -16.3% |
| 3Y | -9.9% | +33.8% | -43.7% | -12.5% |
| 5Y | -50.8% | -67.2% | +16.3% | -51.7% |
| All | -15.4% | +48.4% | -63.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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