+140.6%
CB vs ZCMD
-100.0%
+240.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.9% |
| 7D | +0.5% | -8.0% | +8.5% | +0.5% |
| 30D | -3.1% | -27.9% | +24.8% | -3.2% |
| 3M | +9.0% | -74.6% | +83.5% | +9.4% |
| 6M | +2.9% | -99.5% | +102.3% | +6.6% |
| YTD | +10.1% | -99.7% | +109.9% | +15.0% |
| 1Y | +22.8% | -99.9% | +122.7% | +29.2% |
| 3Y | +73.8% | -100.0% | +173.8% | +87.4% |
| 5Y | +99.2% | -100.0% | +199.2% | +114.8% |
| All | +140.6% | -100.0% | +240.6% | +170.5% |
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