-30.2%
CCL vs Z
+10.9%
-41.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +2.8% |
| 7D | +3.1% | -5.2% | +8.2% | +4.9% |
| 30D | +17.5% | +5.7% | +11.8% | +14.6% |
| 3M | +6.8% | -8.7% | +15.6% | +8.9% |
| 6M | +18.7% | -26.0% | +44.7% | +29.7% |
| YTD | +3.0% | -55.0% | +58.1% | +32.6% |
| 1Y | +17.7% | -58.0% | +75.7% | +54.5% |
| 3Y | +155.6% | -15.2% | +170.8% | +152.1% |
| 5Y | +30.2% | -53.8% | +84.0% | +49.6% |
| 10Y | -28.5% | -14.5% | -14.0% | -44.5% |
| All | -30.2% | +10.9% | -41.1% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling