+519.4%
CAPR vs ZCMD
-100.0%
+619.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.9% |
| 7D | -10.6% | -2.0% | -8.5% | -10.5% |
| 30D | +111.2% | -19.8% | +131.0% | +112.4% |
| 3M | -67.2% | -62.1% | -5.2% | -68.5% |
| 6M | -75.1% | -99.5% | +24.3% | -68.3% |
| YTD | -71.2% | -99.7% | +28.5% | -61.3% |
| 1Y | +31.1% | -99.9% | +131.0% | +88.0% |
| 3Y | +31.3% | -100.0% | +131.3% | +98.9% |
| 5Y | +69.4% | -100.0% | +169.4% | +159.8% |
| All | +519.4% | -100.0% | +619.4% | +1,065.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling