+54.1%
CCL vs ZM
+30.9%
+23.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | +0.4% |
| 7D | -0.1% | +1.6% | -1.8% | -0.8% |
| 30D | -20.0% | -7.7% | -12.3% | -17.9% |
| 3M | -13.7% | -4.7% | -9.0% | -12.8% |
| 6M | -9.0% | +24.4% | -33.5% | -20.3% |
| YTD | -22.8% | +11.8% | -34.6% | -30.3% |
| 1Y | -25.3% | +13.4% | -38.7% | -33.2% |
| 3Y | +54.1% | +33.8% | +20.2% | +13.9% |
| All | +54.1% | +30.9% | +23.2% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling