-1.3%
CCI vs ZS
+517.5%
-518.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.5% |
| 7D | -0.4% | -7.8% | +7.4% | +0.2% |
| 30D | +2.7% | +5.0% | -2.3% | +2.1% |
| 3M | -18.2% | +25.5% | -43.7% | -20.0% |
| 6M | -14.8% | +8.7% | -23.5% | -16.5% |
| YTD | -12.6% | -24.5% | +11.9% | -11.8% |
| 1Y | -16.7% | -36.7% | +20.0% | -14.9% |
| 3Y | -10.5% | +7.2% | -17.7% | -14.5% |
| 5Y | -51.4% | -40.9% | -10.5% | -52.8% |
| All | -1.3% | +517.5% | -518.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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