+414.1%
CARR vs ZCMD
-100.0%
+514.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -4.1% | -2.0% | -2.1% | -4.1% |
| 30D | -11.0% | -19.8% | +8.8% | -10.8% |
| 3M | -16.4% | -62.1% | +45.7% | -17.1% |
| 6M | -2.4% | -99.5% | +97.1% | +1.2% |
| YTD | +8.4% | -99.7% | +108.2% | +13.4% |
| 1Y | -8.0% | -99.9% | +91.9% | -2.7% |
| 3Y | +0.6% | -100.0% | +100.6% | +10.0% |
| 5Y | +7.7% | -100.0% | +107.7% | +18.2% |
| All | +414.1% | -100.0% | +514.1% | +470.0% |
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 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