-30.4%
CCL vs Z
+6.6%
-37.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -1.5% | -13.1% | +11.5% | +3.3% |
| 30D | +16.5% | +5.9% | +10.6% | +13.4% |
| 3M | +11.2% | -13.7% | +24.9% | +15.5% |
| 6M | +22.6% | -27.1% | +49.7% | +34.6% |
| YTD | +2.6% | -56.8% | +59.4% | +33.8% |
| 1Y | +17.0% | -60.2% | +77.2% | +56.4% |
| 3Y | +145.5% | -19.7% | +165.2% | +146.7% |
| 5Y | +36.1% | -53.7% | +89.8% | +56.7% |
| 10Y | -29.4% | -16.9% | -12.6% | -44.6% |
| All | -30.4% | +6.6% | -37.0% | -50.8% |
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