+37.8%
CNC vs ZM
+47.0%
-9.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.6% |
| 7D | -0.9% | -5.7% | +4.8% | -0.8% |
| 30D | -1.0% | -9.1% | +8.1% | -0.8% |
| 3M | +4.5% | +3.5% | +1.0% | +4.4% |
| 6M | +85.2% | +25.7% | +59.6% | +84.6% |
| YTD | +61.4% | +10.8% | +50.7% | +61.0% |
| 1Y | +94.9% | +12.8% | +82.1% | +94.3% |
| 3Y | 0.0% | +33.1% | -33.1% | -0.5% |
| 5Y | +11.2% | -68.3% | +79.5% | +7.7% |
| All | +37.8% | +47.0% | -9.2% | +23.7% |
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