+55.4%
CAH vs ZCMD
-99.9%
+155.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.7% |
| 7D | -5.1% | -5.4% | +0.3% | -5.2% |
| 30D | +0.2% | -24.8% | +25.0% | -0.1% |
| 3M | +6.3% | -62.8% | +69.1% | +7.5% |
| 6M | +9.4% | -99.5% | +108.9% | +6.9% |
| YTD | +15.0% | -99.8% | +114.7% | +10.5% |
| 1Y | +55.4% | -99.9% | +155.4% | +49.5% |
| All | +55.4% | -99.9% | +155.3% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling