+153.3%
CFG vs ZCMD
-100.0%
+253.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | -0.8% | +1.4% | -2.1% | -0.8% |
| 30D | +3.1% | -29.9% | +33.0% | +3.5% |
| 3M | -9.7% | -54.9% | +45.1% | -9.0% |
| 6M | +6.7% | -99.7% | +106.4% | +13.1% |
| YTD | +15.2% | -99.9% | +115.0% | +23.8% |
| 1Y | +28.8% | -99.9% | +128.7% | +39.6% |
| 3Y | +190.1% | -100.0% | +290.1% | +234.9% |
| 5Y | +63.4% | -100.0% | +163.4% | +92.5% |
| All | +153.3% | -100.0% | +253.3% | +280.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling