+313.5%
CF vs ZCMD
-100.0%
+413.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -3.2% |
| 7D | +6.0% | -8.0% | +14.0% | +6.2% |
| 30D | +14.8% | -27.9% | +42.7% | +15.4% |
| 3M | +14.1% | -74.6% | +88.6% | +13.3% |
| 6M | +28.5% | -99.5% | +128.0% | +34.8% |
| YTD | +74.9% | -99.7% | +174.7% | +86.2% |
| 1Y | +61.7% | -99.9% | +161.6% | +74.6% |
| 3Y | +80.3% | -100.0% | +180.3% | +109.1% |
| 5Y | +226.0% | -100.0% | +326.0% | +279.3% |
| All | +313.5% | -100.0% | +413.4% | +474.3% |
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