+189.0%
CDE vs ZCMD
-100.0%
+289.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.2% | +1.3% |
| 7D | -3.1% | -5.4% | +2.3% | -3.0% |
| 30D | +9.5% | -24.8% | +34.3% | +9.8% |
| 3M | +25.5% | -62.8% | +88.3% | +25.2% |
| 6M | -7.9% | -99.5% | +91.6% | -7.3% |
| YTD | +15.6% | -99.8% | +115.3% | +16.8% |
| 1Y | +34.0% | -99.9% | +134.0% | +36.5% |
| 3Y | +791.9% | -100.0% | +891.9% | +800.4% |
| All | +189.0% | -100.0% | +289.0% | +206.0% |
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