+52.0%
CI vs ZCMD
-100.0%
+152.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.5% |
| 7D | -1.3% | +1.4% | -2.6% | -1.3% |
| 30D | +6.4% | -29.9% | +36.2% | +6.0% |
| 3M | +10.7% | -54.9% | +65.5% | +9.9% |
| 6M | +5.5% | -99.7% | +105.1% | +4.0% |
| YTD | +11.4% | -99.9% | +111.2% | +9.3% |
| 1Y | +15.0% | -99.9% | +114.9% | +12.7% |
| 3Y | +9.0% | -100.0% | +109.0% | +1.3% |
| 5Y | +52.0% | -100.0% | +152.0% | +43.4% |
| All | +52.0% | -100.0% | +152.0% | +43.4% |
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