+1,286.6%
CELH vs ZCMD
-100.0%
+1,386.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.0% | -10.5% | -6.6% |
| 7D | -11.7% | -4.1% | -7.5% | -11.6% |
| 30D | +1.6% | -22.7% | +24.3% | +2.2% |
| 3M | -2.0% | -62.5% | +60.5% | -4.1% |
| 6M | -36.2% | -99.5% | +63.3% | -28.3% |
| YTD | -39.6% | -99.7% | +60.2% | -29.8% |
| 1Y | -50.7% | -99.9% | +49.2% | -40.3% |
| 3Y | -58.9% | -100.0% | +41.1% | -41.9% |
| 5Y | -5.4% | -100.0% | +94.6% | +34.7% |
| All | +1,286.6% | -100.0% | +1,386.6% | +2,742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling