-55.1%
CCL vs ZM
+48.0%
-103.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | -18.2% | -10.3% | -7.9% | -17.1% |
| 3M | -17.7% | -0.7% | -17.0% | -17.8% |
| 6M | -13.0% | +24.8% | -37.8% | -16.2% |
| YTD | -24.5% | +11.5% | -35.9% | -26.5% |
| 1Y | -26.9% | +12.3% | -39.3% | -28.9% |
| 3Y | +50.8% | +33.5% | +17.3% | +43.2% |
| 5Y | -0.9% | -67.5% | +66.6% | -17.3% |
| All | -55.1% | +48.0% | -103.0% | -60.5% |
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