+160.9%
CBOE vs ZCMD
-100.0%
+260.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.5% |
| 7D | -0.8% | -4.1% | +3.4% | -0.7% |
| 30D | +2.7% | -22.7% | +25.4% | +2.9% |
| 3M | +0.7% | -62.5% | +63.2% | -0.1% |
| 6M | -2.0% | -99.5% | +97.5% | +0.8% |
| YTD | +17.1% | -99.7% | +116.9% | +21.0% |
| 1Y | +26.5% | -99.9% | +126.4% | +31.6% |
| 3Y | +96.1% | -100.0% | +196.1% | +107.4% |
| 5Y | +149.3% | -100.0% | +249.3% | +163.7% |
| All | +160.9% | -100.0% | +260.9% | +198.8% |
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