+601.5%
CAPR vs ZCMD
-100.0%
+701.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +141.4% |
| 3M | -66.4% | -74.6% | +8.2% | -66.6% |
| 6M | -63.1% | -99.5% | +36.3% | -53.4% |
| YTD | -67.4% | -99.7% | +32.3% | -56.2% |
| 1Y | +58.2% | -99.9% | +158.1% | +125.7% |
| 3Y | +42.2% | -100.0% | +142.2% | +115.8% |
| 5Y | +87.3% | -100.0% | +187.2% | +188.4% |
| All | +601.5% | -100.0% | +701.5% | +1,221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling