+71.8%
CI vs ZCMD
-100.0%
+171.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.8% |
| 7D | -1.7% | -2.9% | +1.2% | -1.8% |
| 30D | +4.9% | -28.5% | +33.3% | +4.6% |
| 3M | +7.4% | -56.5% | +63.9% | +6.7% |
| 6M | +0.4% | -99.7% | +100.0% | -0.1% |
| YTD | +9.5% | -99.9% | +109.3% | +8.6% |
| 1Y | +12.0% | -99.9% | +111.9% | +11.0% |
| 3Y | +7.1% | -100.0% | +107.1% | +4.4% |
| 5Y | +49.3% | -100.0% | +149.3% | +46.2% |
| All | +71.8% | -100.0% | +171.8% | +75.3% |
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