-7.6%
CEG vs ZCMD
-99.9%
+92.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -1.8% |
| 7D | +1.3% | -4.1% | +5.5% | +1.4% |
| 30D | +8.8% | -22.7% | +31.6% | +9.3% |
| 3M | +17.0% | -62.5% | +79.5% | +14.8% |
| 6M | -8.7% | -99.5% | +90.7% | -8.7% |
| YTD | -16.4% | -99.7% | +83.3% | -17.7% |
| All | -7.6% | -99.9% | +92.3% | -13.2% |
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