+598.5%
CEG vs ZCMD
-100.0%
+698.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.4% | +2.9% |
| 7D | +17.8% | -2.9% | +20.8% | +17.9% |
| 30D | -4.5% | -28.5% | +23.9% | -4.1% |
| 3M | +1.5% | -56.5% | +58.0% | +2.5% |
| 6M | -3.5% | -99.7% | +96.1% | -2.8% |
| YTD | -19.7% | -99.9% | +80.2% | -19.1% |
| 1Y | -19.8% | -99.9% | +80.1% | -19.2% |
| 3Y | +136.4% | -100.0% | +236.4% | +144.4% |
| All | +598.5% | -100.0% | +698.5% | +632.3% |
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