-34.0%
CCL vs Z
-16.5%
-17.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.7% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | +13.1% | +5.2% | +7.9% | +10.3% |
| 3M | +3.4% | -17.0% | +20.4% | +9.3% |
| 6M | +18.7% | -22.7% | +41.4% | +28.0% |
| YTD | -2.3% | -56.3% | +54.1% | +28.7% |
| 1Y | +14.2% | -57.7% | +71.8% | +51.4% |
| 3Y | +133.6% | -16.5% | +150.1% | +130.3% |
| 5Y | +33.5% | -53.4% | +86.9% | +53.6% |
| All | -34.0% | -16.5% | -17.6% | -51.9% |
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