+897.6%
CCI vs ZBRA
+2,216.0%
-1,318.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.9% |
| 7D | +0.2% | +2.6% | -2.4% | -0.5% |
| 30D | +0.5% | -6.4% | +6.9% | +2.2% |
| 3M | -16.3% | +51.3% | -67.5% | -26.5% |
| 6M | -13.9% | +60.5% | -74.4% | -26.3% |
| YTD | -12.4% | +45.2% | -57.6% | -23.3% |
| 1Y | -15.2% | +12.3% | -27.5% | -20.7% |
| 3Y | -9.9% | +37.5% | -47.4% | -24.6% |
| 5Y | -50.8% | -39.2% | -11.7% | -49.6% |
| 10Y | +18.3% | +417.0% | -398.7% | -43.0% |
| All | +897.6% | +2,216.0% | -1,318.3% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling