+172.1%
CFG vs ZCMD
-100.0%
+272.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.7% | 0.0% |
| 7D | +1.5% | -8.0% | +9.5% | +1.6% |
| 30D | -3.8% | -27.9% | +24.0% | -3.5% |
| 3M | +11.5% | -74.6% | +86.1% | +11.0% |
| 6M | +19.2% | -99.5% | +118.6% | +25.6% |
| YTD | +23.7% | -99.7% | +123.5% | +32.3% |
| 1Y | +38.8% | -99.9% | +138.7% | +50.7% |
| 3Y | +178.9% | -100.0% | +278.9% | +223.1% |
| 5Y | +101.8% | -100.0% | +201.8% | +134.4% |
| All | +172.1% | -100.0% | +272.1% | +306.1% |
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