-67.5%
CAPR vs ZCMD
-99.7%
+32.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.6% | -4.1% | -8.8% |
| 7D | +19.1% | -2.9% | +22.0% | +19.0% |
| 30D | +48.8% | -28.5% | +77.3% | +47.9% |
| 3M | +144.4% | -56.5% | +200.9% | +140.5% |
| 6M | -67.5% | -99.7% | +32.1% | -67.0% |
| All | -67.5% | -99.7% | +32.2% | -67.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling