+55.7%
CL vs ZCMD
-100.0%
+155.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.1% |
| 7D | -0.8% | +1.4% | -2.1% | -0.8% |
| 30D | +9.5% | -29.9% | +39.4% | +9.6% |
| 3M | +6.8% | -54.9% | +61.6% | +6.9% |
| 6M | +14.3% | -99.7% | +113.9% | +15.6% |
| YTD | +27.0% | -99.9% | +126.8% | +28.6% |
| 1Y | +26.3% | -99.9% | +126.2% | +28.0% |
| 3Y | +39.3% | -100.0% | +139.3% | +42.0% |
| 5Y | +41.5% | -100.0% | +141.5% | +44.7% |
| All | +55.7% | -100.0% | +155.7% | +70.6% |
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