+17.0%
CDNS vs ZCMD
-100.0%
+117.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.2% |
| 7D | -7.2% | -4.1% | -3.1% | -7.2% |
| 30D | -14.3% | -22.7% | +8.5% | -14.3% |
| 3M | -27.2% | -62.5% | +35.3% | -26.8% |
| 6M | -4.5% | -99.5% | +94.9% | -5.8% |
| YTD | -9.0% | -99.7% | +90.8% | -10.6% |
| 1Y | -21.3% | -99.9% | +78.6% | -23.3% |
| All | +17.0% | -100.0% | +117.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling