-41.0%
CCL vs Z
-7.0%
-34.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | +1.1% |
| 7D | -0.1% | -3.3% | +3.1% | +1.0% |
| 30D | -20.0% | -3.7% | -16.3% | -19.2% |
| 3M | -13.7% | -7.0% | -6.7% | -12.1% |
| 6M | -9.0% | -29.5% | +20.5% | +2.5% |
| YTD | -22.8% | -52.6% | +29.8% | -0.5% |
| 1Y | -25.3% | -64.0% | +38.7% | +5.8% |
| 3Y | +54.1% | -36.4% | +90.5% | +69.5% |
| 5Y | +3.5% | -65.8% | +69.2% | +27.5% |
| 10Y | -41.0% | -5.8% | -35.2% | -57.1% |
| All | -41.0% | -7.0% | -34.1% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling