+349.7%
CDNS vs ZM
+46.9%
+302.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | -6.5% | -2.7% | -3.8% | -6.0% |
| 30D | -13.0% | -10.0% | -3.0% | -11.1% |
| 3M | -26.0% | +1.6% | -27.6% | -26.6% |
| 6M | -2.8% | +25.0% | -27.8% | -8.0% |
| YTD | -8.8% | +10.6% | -19.5% | -11.6% |
| 1Y | -15.8% | +14.0% | -29.8% | -19.1% |
| 3Y | +19.7% | +32.5% | -12.7% | +10.1% |
| 5Y | +70.8% | -68.3% | +139.1% | +90.6% |
| All | +349.7% | +46.9% | +302.8% | +309.1% |
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