-69.3%
CPNG vs ZM
-72.5%
+3.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | -1.1% | -5.7% | +4.6% | +1.6% |
| 30D | -7.4% | -9.1% | +1.7% | -3.7% |
| 3M | -12.3% | +3.5% | -15.9% | -14.9% |
| 6M | -19.4% | +25.7% | -45.1% | -29.9% |
| YTD | -35.9% | +10.8% | -46.7% | -41.7% |
| 1Y | -53.4% | +12.8% | -66.2% | -58.3% |
| 3Y | -20.0% | +33.1% | -53.1% | -37.2% |
| 5Y | -49.6% | -68.3% | +18.7% | -31.0% |
| All | -69.3% | -72.5% | +3.2% | -58.1% |
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