+36.0%
CHD vs ZCMD
-100.0%
+136.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.2% |
| 7D | -4.5% | -5.4% | +1.0% | -4.5% |
| 30D | -6.7% | -24.8% | +18.1% | -6.7% |
| 3M | -2.7% | -62.8% | +60.1% | -2.6% |
| 6M | -4.9% | -99.5% | +94.6% | -3.9% |
| YTD | +13.3% | -99.8% | +113.1% | +14.6% |
| 1Y | +1.0% | -99.9% | +100.9% | +2.2% |
| 3Y | +1.3% | -100.0% | +101.3% | +2.9% |
| 5Y | +20.8% | -100.0% | +120.8% | +22.7% |
| All | +36.0% | -100.0% | +136.0% | +38.3% |
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