+411.2%
CAH vs ZCMD
-100.0%
+511.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | +1.7% | -21.6% | +23.3% | +1.6% |
| 3M | +17.9% | -67.4% | +85.2% | +18.4% |
| 6M | +10.9% | -99.4% | +110.4% | +12.8% |
| YTD | +17.9% | -99.7% | +117.6% | +20.1% |
| 1Y | +61.7% | -99.9% | +161.6% | +65.8% |
| 3Y | +183.7% | -100.0% | +283.7% | +196.0% |
| 5Y | +401.3% | -100.0% | +501.3% | +423.2% |
| All | +411.2% | -100.0% | +511.2% | +465.2% |
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