-53.5%
CCL vs ZM
+55.9%
-109.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | -0.3% |
| 7D | -5.0% | +2.9% | -8.0% | -5.4% |
| 30D | -20.3% | +0.7% | -21.0% | -20.5% |
| 3M | -15.1% | -3.7% | -11.5% | -14.9% |
| 6M | -15.1% | +29.9% | -45.0% | -18.7% |
| YTD | -21.8% | +17.4% | -39.2% | -24.4% |
| 1Y | -24.8% | +22.4% | -47.2% | -27.7% |
| 3Y | +51.9% | +41.3% | +10.6% | +43.1% |
| 5Y | +4.0% | -66.0% | +70.1% | -13.9% |
| All | -53.5% | +55.9% | -109.4% | -59.3% |
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