+1.4%
CCL vs Z
-64.8%
+66.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +1.1% |
| 7D | -5.0% | -3.0% | -2.0% | -3.8% |
| 30D | -20.3% | -4.2% | -16.2% | -19.3% |
| 3M | -15.1% | -3.7% | -11.4% | -14.6% |
| 6M | -15.1% | -24.5% | +9.4% | -5.2% |
| YTD | -21.8% | -49.3% | +27.5% | +2.6% |
| 1Y | -24.8% | -58.7% | +33.9% | +6.8% |
| 3Y | +51.9% | -34.1% | +86.0% | +64.8% |
| All | +1.4% | -64.8% | +66.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling