-29.4%
CCL vs Z
-19.5%
-9.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.8% |
| 7D | +5.8% | -6.5% | +12.3% | +8.3% |
| 30D | +17.3% | -0.1% | +17.4% | +16.5% |
| 3M | +11.3% | -14.1% | +25.5% | +16.1% |
| 6M | +18.5% | -30.1% | +48.5% | +32.6% |
| YTD | +2.8% | -57.5% | +60.3% | +36.7% |
| 1Y | +16.7% | -60.3% | +77.1% | +58.5% |
| 3Y | +146.0% | -21.0% | +167.1% | +147.6% |
| 5Y | +33.6% | -54.9% | +88.6% | +55.6% |
| 10Y | -29.4% | -16.0% | -13.4% | -48.1% |
| All | -29.4% | -19.5% | -9.9% | -48.1% |
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