+22.4%
CCI vs ZBRA
+435.2%
-412.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.0% |
| 7D | -0.3% | -3.4% | +3.1% | +0.3% |
| 30D | +2.2% | -7.4% | +9.6% | +3.6% |
| 3M | -16.9% | +57.5% | -74.4% | -24.4% |
| 6M | -11.5% | +64.0% | -75.5% | -20.7% |
| YTD | -12.8% | +44.3% | -57.1% | -20.1% |
| 1Y | -17.1% | +10.9% | -28.0% | -20.2% |
| 3Y | -9.6% | +37.5% | -47.2% | -20.5% |
| 5Y | -48.9% | -39.7% | -9.3% | -47.6% |
| All | +22.4% | +435.2% | -412.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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