+33.9%
CCL vs ZCMD
-100.0%
+133.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | -0.4% |
| 7D | -1.2% | -7.7% | +6.5% | -1.1% |
| 30D | +13.1% | -34.8% | +47.9% | +13.3% |
| 3M | +3.4% | -56.3% | +59.7% | +3.7% |
| 6M | +18.7% | -99.7% | +118.4% | +23.3% |
| YTD | -2.3% | -99.9% | +97.6% | +2.3% |
| 1Y | +14.2% | -99.9% | +114.1% | +19.8% |
| 3Y | +133.6% | -100.0% | +233.6% | +154.8% |
| All | +33.9% | -100.0% | +133.9% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling