-11.1%
CHYM vs ZCMD
-99.9%
+88.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.1% | +1.0% |
| 7D | -2.3% | -5.4% | +3.2% | -2.2% |
| 30D | +4.4% | -24.8% | +29.2% | +4.5% |
| 3M | +91.3% | -62.8% | +154.1% | +90.9% |
| 6M | +44.0% | -99.5% | +143.5% | +50.5% |
| YTD | +31.1% | -99.8% | +130.9% | +42.5% |
| 1Y | +37.8% | -99.9% | +137.7% | +57.1% |
| All | -11.1% | -99.9% | +88.8% | +2.8% |
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