-81.6%
CHTR vs ZCMD
-100.0%
+18.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.1% | +10.8% | +3.7% |
| 7D | -4.1% | -5.4% | +1.3% | -4.1% |
| 30D | -3.0% | -24.8% | +21.8% | -2.9% |
| 3M | +4.8% | -62.8% | +67.6% | +4.1% |
| 6M | -35.0% | -99.5% | +64.5% | -33.3% |
| YTD | -30.2% | -99.8% | +69.6% | -28.0% |
| 1Y | -44.8% | -99.9% | +55.1% | -42.8% |
| 3Y | -66.6% | -100.0% | +33.4% | -64.8% |
| All | -81.6% | -100.0% | +18.4% | -81.2% |
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 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