-37.9%
CCI vs ZCMD
-100.0%
+62.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +0.5% | -21.6% | +22.1% | +0.6% |
| 3M | -16.3% | -67.4% | +51.1% | -16.2% |
| 6M | -13.9% | -99.4% | +85.5% | -10.4% |
| YTD | -12.4% | -99.7% | +87.3% | -7.6% |
| 1Y | -15.2% | -99.9% | +84.7% | -9.7% |
| 3Y | -9.9% | -100.0% | +90.1% | -1.8% |
| 5Y | -50.8% | -100.0% | +49.2% | -46.4% |
| All | -37.9% | -100.0% | +62.1% | -31.3% |
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