+39.0%
CL vs ZCMD
-100.0%
+139.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.4% |
| 7D | -2.3% | -4.1% | +1.8% | -2.3% |
| 30D | -5.5% | -22.7% | +17.2% | -5.5% |
| 3M | +0.8% | -62.5% | +63.3% | +1.0% |
| 6M | -4.2% | -99.5% | +95.2% | -3.2% |
| YTD | +13.4% | -99.7% | +113.2% | +14.8% |
| 1Y | +7.1% | -99.9% | +107.0% | +8.6% |
| 3Y | +29.0% | -100.0% | +129.0% | +31.6% |
| 5Y | +28.3% | -100.0% | +128.3% | +30.9% |
| All | +39.0% | -100.0% | +139.0% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling