+67.8%
CF vs ZCMD
-100.0%
+167.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.2% |
| 7D | +4.8% | -7.7% | +12.5% | +4.8% |
| 30D | +4.7% | -34.8% | +39.5% | +5.1% |
| 3M | +7.4% | -56.3% | +63.7% | +8.1% |
| 6M | +0.6% | -99.7% | +100.3% | +1.6% |
| YTD | +64.1% | -99.9% | +164.0% | +66.1% |
| 1Y | +51.4% | -99.9% | +151.3% | +53.3% |
| 3Y | +67.8% | -100.0% | +167.8% | +67.5% |
| All | +67.8% | -100.0% | +167.8% | +67.5% |
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