+33.8%
ZM vs CCEP
+89.4%
-55.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.6% | -4.9% |
| 7D | +1.6% | -1.0% | +2.6% | +1.7% |
| 30D | -7.7% | -1.6% | -6.1% | -7.7% |
| 3M | -4.7% | +11.9% | -16.5% | -5.5% |
| 6M | +24.4% | +7.5% | +17.0% | +24.0% |
| YTD | +11.8% | +18.7% | -7.0% | +9.3% |
| 1Y | +13.4% | +21.4% | -8.0% | +10.4% |
| 3Y | +33.8% | +89.1% | -55.3% | +11.0% |
| All | +33.8% | +89.4% | -55.6% | +11.0% |
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