-11.1%
CHRW vs ZCMD
-99.9%
+88.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.2% |
| 7D | +4.9% | -13.3% | +18.2% | +4.8% |
| 30D | -4.8% | -49.6% | +44.8% | -5.1% |
| 3M | -13.1% | -54.6% | +41.5% | -13.3% |
| 6M | -16.3% | -99.8% | +83.4% | -15.0% |
| YTD | -15.8% | -99.9% | +84.0% | -13.7% |
| 1Y | -11.1% | -99.9% | +88.8% | -8.2% |
| All | -11.1% | -99.9% | +88.8% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling