+72.2%
CI vs ZCMD
-100.0%
+172.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.2% |
| 7D | +1.2% | -7.7% | +8.9% | +1.1% |
| 30D | +2.6% | -34.8% | +37.3% | +2.2% |
| 3M | +7.4% | -56.3% | +63.7% | +6.8% |
| 6M | -0.1% | -99.7% | +99.6% | -0.7% |
| YTD | +9.7% | -99.9% | +109.6% | +8.8% |
| 1Y | +12.1% | -99.9% | +112.0% | +11.2% |
| 3Y | +7.0% | -100.0% | +107.0% | +4.3% |
| 5Y | +49.7% | -100.0% | +149.7% | +46.5% |
| All | +72.2% | -100.0% | +172.2% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling