-5.5%
CI vs ZCMD
-99.9%
+94.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.4% | -1.4% |
| 7D | +1.3% | -8.0% | +9.3% | +1.2% |
| 30D | +4.4% | -27.9% | +32.3% | +4.1% |
| 3M | +0.7% | -74.6% | +75.2% | +1.8% |
| 6M | +0.3% | -99.5% | +99.8% | +1.6% |
| YTD | +3.8% | -99.7% | +103.6% | +5.4% |
| 1Y | -5.5% | -99.9% | +94.4% | -0.2% |
| All | -5.5% | -99.9% | +94.4% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling