+10.4%
CCL vs Z
-61.0%
+71.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.6% |
| 7D | -0.3% | -4.9% | +4.6% | +1.4% |
| 30D | +10.3% | +3.0% | +7.4% | +8.8% |
| 3M | +6.6% | -13.4% | +20.0% | +10.8% |
| 6M | +20.0% | -27.3% | +47.3% | +32.5% |
| YTD | -1.9% | -57.8% | +55.9% | +22.2% |
| 1Y | +10.4% | -60.0% | +70.5% | +36.5% |
| All | +10.4% | -61.0% | +71.5% | +36.5% |
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