+62.1%
CNP vs ZM
+48.0%
+14.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.7% | +0.3% | +0.3% | +0.7% |
| 30D | -0.1% | -10.3% | +10.2% | 0.0% |
| 3M | -5.6% | -0.7% | -4.9% | -5.6% |
| 6M | -7.5% | +24.8% | -32.3% | -7.6% |
| YTD | +5.5% | +11.5% | -6.0% | +5.4% |
| 1Y | +8.3% | +12.3% | -4.0% | +8.2% |
| 3Y | +51.8% | +33.5% | +18.3% | +51.0% |
| 5Y | +69.9% | -67.5% | +137.4% | +64.4% |
| All | +62.1% | +48.0% | +14.1% | +54.9% |
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