+16.7%
CCL vs Z
-60.5%
+77.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.7% |
| 7D | +5.8% | -6.5% | +12.3% | +8.2% |
| 30D | +17.3% | -0.1% | +17.4% | +16.8% |
| 3M | +11.3% | -14.1% | +25.5% | +16.1% |
| 6M | +18.5% | -30.1% | +48.5% | +32.5% |
| YTD | +2.8% | -57.5% | +60.3% | +26.9% |
| 1Y | +16.7% | -60.3% | +77.1% | +44.1% |
| All | +16.7% | -60.5% | +77.3% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling