+22.6%
CCL vs Z
-28.9%
+51.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -1.5% | -13.1% | +11.5% | +3.0% |
| 30D | +16.5% | +5.9% | +10.6% | +14.3% |
| 3M | +11.2% | -13.7% | +24.9% | +16.0% |
| 6M | +22.6% | -27.1% | +49.7% | +43.3% |
| All | +22.6% | -28.9% | +51.5% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling