-42.6%
CCL vs ZBRA
+435.2%
-477.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.2% |
| 7D | -3.2% | -3.4% | +0.2% | -1.3% |
| 30D | -17.8% | -7.4% | -10.4% | -14.2% |
| 3M | -18.7% | +57.5% | -76.2% | -39.5% |
| 6M | -11.4% | +64.0% | -75.4% | -36.3% |
| YTD | -24.3% | +44.3% | -68.6% | -41.9% |
| 1Y | -28.8% | +10.9% | -39.7% | -36.5% |
| 3Y | +49.3% | +37.5% | +11.8% | +13.3% |
| 5Y | +1.6% | -39.7% | +41.3% | +18.7% |
| All | -42.6% | +435.2% | -477.9% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling