+81.2%
CHRW vs ZCMD
-100.0%
+181.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.7% |
| 7D | -0.1% | +1.4% | -1.4% | -0.1% |
| 30D | -4.3% | -29.9% | +25.6% | -4.2% |
| 3M | -7.4% | -54.9% | +47.4% | -7.2% |
| 6M | -20.7% | -99.7% | +79.0% | -17.3% |
| YTD | -15.9% | -99.9% | +84.0% | -11.1% |
| 1Y | -9.9% | -99.9% | +90.0% | -4.2% |
| All | +81.2% | -100.0% | +181.2% | +97.1% |
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