+17.0%
CDNS vs ZM
+34.4%
-17.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -7.2% | +0.3% | -7.5% | -7.4% |
| 30D | -14.3% | -10.3% | -4.0% | -11.4% |
| 3M | -27.2% | -0.7% | -26.5% | -27.6% |
| 6M | -4.5% | +24.8% | -29.3% | -12.0% |
| YTD | -9.0% | +11.5% | -20.4% | -13.2% |
| 1Y | -21.3% | +12.3% | -33.7% | -25.3% |
| All | +17.0% | +34.4% | -17.4% | +8.2% |
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