-16.6%
CCI vs Z
-64.1%
+47.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | -7.1% | +6.8% | +0.3% |
| 30D | +2.1% | -4.8% | +6.9% | +2.5% |
| 3M | -17.8% | -9.3% | -8.5% | -17.6% |
| 6M | -14.2% | -29.0% | +14.8% | -13.1% |
| YTD | -13.3% | -52.9% | +39.5% | -9.4% |
| 1Y | -16.6% | -63.1% | +46.5% | -10.4% |
| All | -16.6% | -64.1% | +47.5% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling