+316.5%
CF vs ZCMD
-100.0%
+416.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | +18.1% | -21.6% | +39.7% | +18.5% |
| 3M | +23.4% | -67.4% | +90.7% | +21.9% |
| 6M | +17.1% | -99.4% | +116.5% | +22.8% |
| YTD | +76.2% | -99.7% | +176.0% | +87.6% |
| 1Y | +62.3% | -99.9% | +162.1% | +75.4% |
| 3Y | +71.8% | -100.0% | +171.8% | +99.2% |
| 5Y | +234.6% | -100.0% | +334.5% | +286.7% |
| All | +316.5% | -100.0% | +416.5% | +478.6% |
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