+175.5%
CAH vs ZCMD
-100.0%
+275.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | -5.1% | -2.0% | -3.0% | -5.1% |
| 30D | -1.8% | -19.8% | +18.1% | -1.9% |
| 3M | +9.4% | -62.1% | +71.4% | +10.2% |
| 6M | +9.2% | -99.5% | +108.7% | +9.8% |
| YTD | +15.7% | -99.7% | +115.4% | +16.2% |
| 1Y | +59.7% | -99.9% | +159.6% | +60.9% |
| All | +175.5% | -100.0% | +275.5% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling