-41.9%
CCL vs ZM
+53.5%
-95.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -1.2% | +11.0% | -12.2% | -2.6% |
| 30D | +13.1% | +5.6% | +7.5% | +12.2% |
| 3M | +3.4% | -9.1% | +12.5% | +4.5% |
| 6M | +18.7% | -2.6% | +21.3% | +18.4% |
| YTD | -2.3% | +15.7% | -17.9% | -5.4% |
| 1Y | +14.2% | +18.8% | -4.6% | +10.1% |
| 3Y | +133.6% | +62.2% | +71.4% | +117.4% |
| 5Y | +33.5% | -60.9% | +94.4% | +13.0% |
| All | -41.9% | +53.5% | -95.4% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling