-63.2%
CCL vs ZS
+494.5%
-557.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -4.3% | -8.1% | +3.8% | -2.7% |
| 30D | -19.0% | -8.4% | -10.5% | -17.8% |
| 3M | -13.1% | +31.1% | -44.2% | -18.5% |
| 6M | -13.3% | +4.4% | -17.7% | -17.6% |
| YTD | -25.2% | -27.3% | +2.1% | -23.4% |
| 1Y | -27.2% | -41.4% | +14.2% | -21.9% |
| 3Y | +49.2% | +1.7% | +47.5% | +38.8% |
| 5Y | +0.4% | -39.6% | +40.0% | -5.2% |
| All | -63.2% | +494.5% | -557.6% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling