+47.2%
CAPR vs ZCMD
-99.9%
+147.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.0% | +11.3% | +8.3% |
| 7D | +43.2% | -13.3% | +56.5% | +43.3% |
| 30D | +14.7% | -49.6% | +64.3% | +15.0% |
| 3M | +113.9% | -54.6% | +168.5% | +114.4% |
| 6M | -73.4% | -99.8% | +26.4% | -58.5% |
| YTD | -69.1% | -99.9% | +30.8% | -47.6% |
| 1Y | +47.2% | -99.9% | +147.1% | +448.7% |
| All | +47.2% | -99.9% | +147.1% | +448.7% |
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