+93.0%
CHRW vs ZCMD
-100.0%
+193.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.2% |
| 7D | +4.1% | -4.1% | +8.2% | +4.1% |
| 30D | +1.9% | -22.7% | +24.6% | +1.9% |
| 3M | -21.2% | -62.5% | +41.3% | -21.3% |
| 6M | -16.7% | -99.5% | +82.8% | -14.2% |
| YTD | -5.4% | -99.7% | +94.4% | -1.7% |
| 1Y | +21.2% | -99.9% | +121.1% | +27.2% |
| 3Y | +86.5% | -100.0% | +186.5% | +92.0% |
| 5Y | +93.0% | -100.0% | +193.0% | +97.5% |
| All | +93.0% | -100.0% | +193.0% | +97.5% |
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