+61.3%
CHRW vs ZCMD
-100.0%
+161.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 6M | -20.7% | -99.7% | +79.0% | -18.2% |
| YTD | -15.9% | -99.9% | +84.0% | -12.4% |
| 1Y | -9.9% | -99.9% | +90.0% | -5.7% |
| 3Y | +79.0% | -100.0% | +179.0% | +85.5% |
| 5Y | +61.3% | -100.0% | +161.3% | +65.8% |
| All | +61.3% | -100.0% | +161.3% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling