+49.6%
CF vs ZCMD
-99.9%
+149.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.7% |
| 7D | -3.2% | -4.4% | +1.2% | -3.1% |
| 30D | +4.3% | -43.0% | +47.3% | +5.1% |
| 3M | +2.8% | -54.9% | +57.7% | +3.8% |
| 6M | +0.6% | -99.8% | +100.4% | +5.9% |
| YTD | +56.6% | -99.9% | +156.5% | +66.5% |
| 1Y | +49.6% | -99.9% | +149.5% | +61.8% |
| All | +49.6% | -99.9% | +149.5% | +61.8% |
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 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