+45.5%
CG vs ZCMD
-100.0%
+145.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.4% |
| 7D | -9.8% | -2.0% | -7.8% | -9.8% |
| 30D | -10.3% | -19.8% | +9.5% | -10.3% |
| 3M | -1.7% | -62.1% | +60.4% | -2.1% |
| 6M | -9.8% | -99.5% | +89.7% | -9.6% |
| YTD | -25.6% | -99.7% | +74.1% | -25.3% |
| 1Y | -32.5% | -99.9% | +67.4% | -32.5% |
| All | +45.5% | -100.0% | +145.5% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling