+57.6%
ZM vs CCEP
+179.3%
-121.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +10.0% | -0.3% | +10.3% | +10.0% |
| 30D | -0.5% | +11.0% | -11.4% | -0.5% |
| 3M | -7.1% | +9.2% | -16.3% | -7.1% |
| 6M | -5.1% | +27.2% | -32.3% | -5.2% |
| YTD | +13.2% | +30.3% | -17.1% | +13.0% |
| 1Y | +15.3% | +28.7% | -13.3% | +15.1% |
| 3Y | +57.4% | +109.4% | -52.0% | +56.3% |
| 5Y | -61.7% | +144.1% | -205.8% | -62.4% |
| All | +57.6% | +179.3% | -121.8% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling