+270.2%
CF vs ZCMD
-100.0%
+370.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +2.8% | -54.9% | +57.7% | +4.0% |
| 6M | +0.6% | -99.8% | +100.4% | +7.2% |
| YTD | +56.6% | -99.9% | +156.5% | +68.1% |
| 1Y | +49.6% | -99.9% | +149.5% | +61.9% |
| 3Y | +61.5% | -100.0% | +161.5% | +87.4% |
| 5Y | +124.0% | -100.0% | +224.0% | +165.4% |
| All | +270.2% | -100.0% | +370.2% | +418.3% |
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