+67.1%
CG vs ZCMD
-100.0%
+167.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.1% |
| 7D | +0.2% | -7.7% | +7.9% | +0.2% |
| 30D | +11.2% | -34.8% | +46.0% | +11.5% |
| 3M | -22.1% | -56.3% | +34.2% | -21.7% |
| 6M | -17.9% | -99.7% | +81.8% | -14.8% |
| YTD | -31.3% | -99.9% | +68.6% | -27.9% |
| 1Y | -24.0% | -99.9% | +75.9% | -19.8% |
| 3Y | +45.0% | -100.0% | +145.0% | +60.1% |
| 5Y | -22.6% | -100.0% | +77.4% | -12.8% |
| All | +67.1% | -100.0% | +167.1% | +111.2% |
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