-55.5%
CCL vs ZM
+46.9%
-102.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -4.3% | -2.7% | -1.6% | -4.0% |
| 30D | -19.0% | -10.0% | -9.0% | -17.9% |
| 3M | -13.1% | +1.6% | -14.7% | -13.5% |
| 6M | -13.3% | +25.0% | -38.3% | -16.5% |
| YTD | -25.2% | +10.6% | -35.9% | -27.1% |
| 1Y | -27.2% | +14.0% | -41.2% | -29.3% |
| 3Y | +49.2% | +32.5% | +16.7% | +41.8% |
| 5Y | +0.4% | -68.3% | +68.7% | -16.4% |
| All | -55.5% | +46.9% | -102.4% | -60.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling