+110.9%
CF vs ZCMD
-100.0%
+210.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.2% |
| 7D | +4.8% | -7.7% | +12.5% | +4.9% |
| 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% | +2.1% |
| YTD | +64.1% | -99.9% | +164.0% | +67.2% |
| 1Y | +51.4% | -99.9% | +151.3% | +54.4% |
| 3Y | +67.8% | -100.0% | +167.8% | +73.3% |
| All | +110.9% | -100.0% | +210.9% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling