+166.7%
CFG vs ZCMD
-100.0%
+266.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | -0.6% | -4.1% | +3.5% | -0.5% |
| 30D | -4.5% | -22.7% | +18.2% | -4.3% |
| 3M | +6.3% | -62.5% | +68.8% | +5.2% |
| 6M | +20.6% | -99.5% | +120.1% | +27.2% |
| YTD | +21.2% | -99.7% | +121.0% | +29.6% |
| 1Y | +38.2% | -99.9% | +138.1% | +50.3% |
| 3Y | +185.9% | -100.0% | +285.9% | +230.9% |
| 5Y | +97.0% | -100.0% | +197.0% | +127.9% |
| All | +166.7% | -100.0% | +266.7% | +297.8% |
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