+317.1%
CDE vs ZCMD
-100.0%
+417.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +1.4% |
| 7D | -3.1% | -5.4% | +2.3% | -2.9% |
| 30D | +9.5% | -24.8% | +34.2% | +10.4% |
| 3M | +25.5% | -62.8% | +88.3% | +22.9% |
| 6M | -7.9% | -99.5% | +91.6% | +3.3% |
| YTD | +15.6% | -99.8% | +115.3% | +33.9% |
| 1Y | +34.0% | -99.9% | +134.0% | +62.7% |
| 3Y | +791.9% | -100.0% | +891.9% | +1,154.6% |
| 5Y | +197.7% | -100.0% | +297.7% | +319.2% |
| All | +317.1% | -100.0% | +417.1% | +791.5% |
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