-33.3%
CCL vs ZCMD
-100.0%
+66.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.9% | +0.2% |
| 7D | -5.0% | -8.0% | +3.0% | -4.9% |
| 30D | -20.3% | -27.9% | +7.5% | -19.9% |
| 3M | -15.1% | -74.6% | +59.4% | -15.4% |
| 6M | -15.1% | -99.5% | +84.3% | -6.5% |
| YTD | -21.8% | -99.7% | +78.0% | -11.5% |
| 1Y | -24.8% | -99.9% | +75.1% | -12.7% |
| 3Y | +51.9% | -100.0% | +151.9% | +100.1% |
| 5Y | +4.0% | -100.0% | +104.0% | +38.4% |
| All | -33.3% | -100.0% | +66.6% | +15.3% |
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