+97.3%
CG vs ZCMD
-100.0%
+197.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.6% |
| 7D | -4.3% | -8.0% | +3.7% | -4.3% |
| 30D | -5.1% | -27.9% | +22.8% | -4.9% |
| 3M | +8.7% | -74.6% | +83.3% | +8.2% |
| 6M | -9.2% | -99.5% | +90.2% | -6.2% |
| YTD | -18.9% | -99.7% | +80.9% | -15.1% |
| 1Y | -25.6% | -99.9% | +74.2% | -21.5% |
| 3Y | +57.3% | -100.0% | +157.3% | +74.3% |
| 5Y | +10.2% | -100.0% | +110.1% | +22.8% |
| All | +97.3% | -100.0% | +197.3% | +148.5% |
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