-1.5%
CNC vs ZM
+33.4%
-34.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -3.9% | -2.7% | -1.1% | -3.6% |
| 30D | +0.8% | -10.0% | +10.8% | +1.6% |
| 3M | +0.1% | +1.6% | -1.5% | -0.3% |
| 6M | +79.7% | +25.0% | +54.7% | +76.1% |
| YTD | +58.9% | +10.6% | +48.3% | +56.3% |
| 1Y | +109.1% | +14.0% | +95.2% | +105.0% |
| All | -1.5% | +33.4% | -34.9% | -6.2% |
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