+76.0%
CCI vs Z
+4.2%
+71.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -1.4% | -4.9% | +3.5% | -0.9% |
| 30D | +12.7% | +3.0% | +9.8% | +12.0% |
| 3M | +23.0% | -13.4% | +36.4% | +24.4% |
| 6M | +0.6% | -27.3% | +27.9% | +3.4% |
| YTD | +4.9% | -57.8% | +62.7% | +13.9% |
| 1Y | +0.7% | -60.0% | +60.7% | +9.8% |
| 3Y | +10.2% | -21.5% | +31.7% | +9.0% |
| 5Y | -36.4% | -55.0% | +18.5% | -35.4% |
| 10Y | +66.6% | -18.8% | +85.4% | +49.0% |
| All | +76.0% | +4.2% | +71.9% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling