+1.1%
CHD vs ZCMD
-100.0%
+101.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | -4.7% | -2.0% | -2.7% | -4.7% |
| 30D | -8.3% | -19.8% | +11.5% | -8.3% |
| 3M | -4.0% | -62.1% | +58.0% | -3.8% |
| 6M | -6.5% | -99.5% | +93.0% | -5.4% |
| YTD | +13.1% | -99.7% | +112.8% | +14.4% |
| 1Y | +2.3% | -99.9% | +102.2% | +3.4% |
| All | +1.1% | -100.0% | +101.1% | +1.6% |
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 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