-59.1%
CELH vs ZCMD
-100.0%
+40.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.1% | +9.3% | +2.3% |
| 7D | -11.2% | -5.4% | -5.8% | -11.2% |
| 30D | -1.4% | -24.8% | +23.3% | -1.2% |
| 3M | -4.2% | -62.8% | +58.6% | -4.5% |
| 6M | -40.5% | -99.5% | +59.1% | -39.6% |
| YTD | -40.5% | -99.8% | +59.3% | -39.4% |
| 1Y | -53.0% | -99.9% | +46.9% | -52.0% |
| 3Y | -59.1% | -100.0% | +40.9% | -54.4% |
| All | -59.1% | -100.0% | +40.9% | -54.4% |
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