-47.0%
CCL vs Z
+25.1%
-72.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.9% |
| 7D | -5.0% | -3.0% | -2.0% | -4.0% |
| 30D | -20.3% | -4.2% | -16.2% | -19.4% |
| 3M | -15.1% | -3.7% | -11.4% | -14.6% |
| 6M | -15.1% | -24.5% | +9.4% | -7.1% |
| YTD | -21.8% | -49.3% | +27.5% | -2.6% |
| 1Y | -24.8% | -58.7% | +33.9% | -0.1% |
| 3Y | +51.9% | -34.1% | +86.0% | +64.8% |
| 5Y | +4.0% | -64.5% | +68.6% | +25.7% |
| 10Y | -42.2% | -0.5% | -41.7% | -56.8% |
| All | -47.0% | +25.1% | -72.1% | -64.2% |
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