+46.5%
ZM vs CCEP
+111.2%
-64.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -1.0% | +5.4% | -6.4% | -0.9% |
| 30D | -7.0% | +12.8% | -19.7% | -7.0% |
| 3M | -15.2% | +10.9% | -26.1% | -15.2% |
| 6M | -16.8% | +25.6% | -42.4% | -17.1% |
| YTD | +5.4% | +31.0% | -25.6% | +3.8% |
| 1Y | +9.3% | +32.3% | -22.9% | +7.5% |
| 3Y | +46.5% | +110.5% | -64.0% | +36.3% |
| All | +46.5% | +111.2% | -64.7% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling