+39.5%
CHD vs ZCMD
-100.0%
+139.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | -6.2% | -21.6% | +15.4% | -6.2% |
| 3M | +1.6% | -67.4% | +68.9% | +1.7% |
| 6M | -3.5% | -99.4% | +95.9% | -2.5% |
| YTD | +16.2% | -99.7% | +116.0% | +17.5% |
| 1Y | +3.4% | -99.9% | +103.3% | +4.6% |
| 3Y | +4.6% | -100.0% | +104.6% | +6.3% |
| 5Y | +21.1% | -100.0% | +121.1% | +23.0% |
| All | +39.5% | -100.0% | +139.5% | +41.9% |
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