+160.8%
CB vs ZCMD
-100.0%
+260.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +6.3% | -57.8% | +64.1% | +6.0% |
| 6M | +16.2% | -99.7% | +115.9% | +20.3% |
| YTD | +19.3% | -99.9% | +119.2% | +24.4% |
| 1Y | +29.2% | -99.9% | +129.1% | +35.1% |
| 3Y | +71.4% | -100.0% | +171.4% | +84.0% |
| 5Y | +104.2% | -100.0% | +204.2% | +120.5% |
| All | +160.8% | -100.0% | +260.8% | +192.6% |
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