+93.0%
CAPR vs ZCMD
-100.0%
+193.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.4% |
| 7D | -2.0% | -8.0% | +6.0% | -1.7% |
| 30D | +139.2% | -27.9% | +167.1% | +141.1% |
| 3M | -66.4% | -74.6% | +8.2% | -66.4% |
| 6M | -63.1% | -99.5% | +36.3% | -53.2% |
| YTD | -67.4% | -99.7% | +32.3% | -55.9% |
| 1Y | +58.2% | -99.9% | +158.1% | +127.1% |
| 3Y | +42.2% | -100.0% | +142.2% | +109.4% |
| All | +93.0% | -100.0% | +193.0% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling