+42.7%
CAPR vs ZCMD
-99.9%
+142.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.6% |
| 7D | -9.5% | -1.4% | -8.1% | -9.5% |
| 30D | +121.5% | -21.6% | +143.1% | +121.5% |
| 3M | -65.4% | -67.4% | +2.0% | -64.0% |
| 6M | -67.5% | -99.4% | +31.9% | -55.7% |
| YTD | -68.6% | -99.7% | +31.1% | -52.7% |
| 1Y | +42.7% | -99.9% | +142.6% | +136.7% |
| All | +42.7% | -99.9% | +142.6% | +136.7% |
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