-2.7%
CEG vs ZCMD
-99.9%
+97.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.6% | +5.0% |
| 7D | +8.0% | -8.0% | +16.0% | +8.2% |
| 30D | +12.9% | -27.9% | +40.8% | +13.5% |
| 3M | +13.2% | -74.6% | +87.8% | +11.7% |
| 6M | -7.0% | -99.5% | +92.5% | -7.1% |
| YTD | -15.0% | -99.7% | +84.7% | -16.6% |
| 1Y | -2.7% | -99.9% | +97.2% | -8.9% |
| All | -2.7% | -99.9% | +97.2% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling