-37.8%
CCI vs Z
-55.0%
+17.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.4% |
| 7D | +0.9% | -5.2% | +6.1% | +1.5% |
| 30D | +10.3% | +5.7% | +4.6% | +9.1% |
| 3M | +17.9% | -8.7% | +26.6% | +18.6% |
| 6M | -0.5% | -26.0% | +25.5% | +2.7% |
| YTD | +2.7% | -55.0% | +57.7% | +12.8% |
| 1Y | +3.1% | -58.0% | +61.1% | +14.2% |
| 3Y | +8.0% | -15.2% | +23.1% | +3.5% |
| 5Y | -37.8% | -53.8% | +16.0% | -40.0% |
| All | -37.8% | -55.0% | +17.2% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling