+69.3%
CCI vs Z
-16.5%
+85.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.9% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | +14.4% | +5.2% | +9.2% | +13.4% |
| 3M | +21.7% | -17.0% | +38.7% | +23.6% |
| 6M | +4.0% | -22.7% | +26.7% | +6.2% |
| YTD | +6.2% | -56.3% | +62.5% | +14.9% |
| 1Y | +5.4% | -57.7% | +63.1% | +14.3% |
| 3Y | +11.7% | -16.5% | +28.3% | +9.7% |
| 5Y | -35.6% | -53.4% | +17.8% | -34.9% |
| All | +69.3% | -16.5% | +85.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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