+55.1%
ZM vs CCEP
+148.0%
-92.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.3% |
| 7D | +0.3% | -3.7% | +4.0% | +0.3% |
| 30D | -10.3% | -2.1% | -8.2% | -10.3% |
| 3M | -0.7% | +7.2% | -7.8% | -0.7% |
| 6M | +24.8% | +3.3% | +21.5% | +24.8% |
| YTD | +11.5% | +15.7% | -4.2% | +11.2% |
| 1Y | +12.3% | +16.6% | -4.2% | +12.1% |
| 3Y | +33.5% | +84.3% | -50.8% | +32.5% |
| 5Y | -67.5% | +109.0% | -176.5% | -68.4% |
| All | +55.1% | +148.0% | -92.9% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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