-1.8%
CARR vs ZCMD
-99.9%
+98.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.5% |
| 7D | -0.7% | -13.3% | +12.7% | -0.6% |
| 30D | +0.3% | -49.6% | +49.9% | +0.8% |
| 3M | -14.9% | -54.6% | +39.7% | -14.5% |
| 6M | -14.9% | -99.8% | +84.9% | -10.2% |
| YTD | +7.0% | -99.9% | +106.9% | +15.2% |
| 1Y | -1.8% | -99.9% | +98.2% | +13.8% |
| All | -1.8% | -99.9% | +98.1% | +13.8% |
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 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