-28.1%
CAG vs ZCMD
-100.0%
+71.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.0% |
| 7D | -6.6% | -4.1% | -2.5% | -6.6% |
| 30D | +2.3% | -22.7% | +25.0% | +2.4% |
| 3M | +16.3% | -62.5% | +78.8% | +16.6% |
| 6M | -16.0% | -99.5% | +83.4% | -12.5% |
| YTD | -7.7% | -99.7% | +92.0% | -3.1% |
| 1Y | -16.0% | -99.9% | +83.9% | -10.9% |
| 3Y | -37.7% | -100.0% | +62.3% | -32.0% |
| 5Y | -41.2% | -100.0% | +58.8% | -35.9% |
| All | -28.1% | -100.0% | +71.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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