+137.8%
CB vs ZCMD
-100.0%
+237.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.3% |
| 7D | -0.5% | -4.1% | +3.6% | -0.5% |
| 30D | -3.1% | -22.7% | +19.7% | -3.1% |
| 3M | +4.2% | -62.5% | +66.7% | +4.3% |
| 6M | +4.7% | -99.5% | +104.2% | +8.6% |
| YTD | +8.8% | -99.7% | +108.6% | +13.7% |
| 1Y | +22.6% | -99.9% | +122.5% | +29.2% |
| 3Y | +70.6% | -100.0% | +170.6% | +84.0% |
| 5Y | +99.4% | -100.0% | +199.4% | +114.9% |
| All | +137.8% | -100.0% | +237.8% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling