+29.2%
CB vs ZCMD
-99.9%
+129.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.5% |
| 7D | +0.7% | -3.0% | +3.7% | +0.7% |
| 30D | +8.2% | -39.5% | +47.7% | +7.5% |
| 3M | +6.3% | -57.8% | +64.1% | +5.3% |
| 6M | +16.2% | -99.7% | +115.9% | +20.7% |
| YTD | +19.3% | -99.9% | +119.2% | +24.2% |
| 1Y | +29.2% | -99.9% | +129.1% | +36.0% |
| All | +29.2% | -99.9% | +129.1% | +36.0% |
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 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