+607.3%
CEG vs ZCMD
-100.0%
+707.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.7% |
| 7D | +0.3% | -2.0% | +2.4% | +0.3% |
| 30D | +2.9% | -19.8% | +22.7% | +3.1% |
| 3M | +18.2% | -62.1% | +80.3% | +16.7% |
| 6M | -9.5% | -99.5% | +90.0% | -9.5% |
| YTD | -18.7% | -99.7% | +81.0% | -18.7% |
| 1Y | -10.1% | -99.9% | +89.8% | -10.2% |
| 3Y | +168.3% | -100.0% | +268.3% | +176.7% |
| All | +607.3% | -100.0% | +707.3% | +635.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling