+151.2%
CBOE vs ZCMD
-100.0%
+251.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.1% | +4.8% | -2.2% |
| 7D | -5.8% | -5.4% | -0.4% | -5.8% |
| 30D | -3.1% | -24.8% | +21.6% | -3.0% |
| 3M | -4.8% | -62.8% | +58.0% | -5.6% |
| 6M | -0.6% | -99.5% | +99.0% | +2.4% |
| YTD | +12.8% | -99.8% | +112.6% | +16.6% |
| 1Y | +19.8% | -99.9% | +119.7% | +24.7% |
| 3Y | +86.9% | -100.0% | +186.9% | +97.8% |
| 5Y | +136.5% | -100.0% | +236.5% | +150.4% |
| All | +151.2% | -100.0% | +251.2% | +187.9% |
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