+3.7%
CG vs ZCMD
-100.0%
+103.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 6M | -9.8% | -99.5% | +89.7% | -9.1% |
| YTD | -25.6% | -99.7% | +74.1% | -24.7% |
| 1Y | -32.5% | -99.9% | +67.4% | -31.7% |
| 3Y | +45.6% | -100.0% | +145.6% | +49.3% |
| 5Y | +3.7% | -100.0% | +103.7% | +5.6% |
| All | +3.7% | -100.0% | +103.7% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling