-34.0%
CCL vs ZBRA
+382.3%
-416.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.5% |
| 30D | +13.1% | -14.0% | +27.2% | +23.1% |
| 3M | +3.4% | -14.7% | +18.0% | +12.8% |
| 6M | +18.7% | +31.3% | -12.6% | -2.7% |
| YTD | -2.3% | +33.4% | -35.7% | -21.9% |
| 1Y | +14.2% | +34.1% | -19.9% | -9.1% |
| 3Y | +133.6% | +59.9% | +73.7% | +60.9% |
| 5Y | +33.5% | -45.3% | +78.8% | +65.6% |
| All | -34.0% | +382.3% | -416.3% | -62.8% |
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