+55.6%
CL vs ZCMD
-100.0%
+155.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +1.4% |
| 7D | +0.5% | +9.1% | -8.5% | +0.5% |
| 30D | +11.6% | -37.1% | +48.7% | +11.7% |
| 3M | +5.6% | -53.7% | +59.3% | +5.7% |
| 6M | +13.2% | -99.7% | +112.8% | +14.5% |
| YTD | +26.9% | -99.9% | +126.8% | +28.5% |
| 1Y | +27.3% | -99.9% | +127.2% | +29.1% |
| 3Y | +39.7% | -100.0% | +139.7% | +42.5% |
| 5Y | +41.3% | -100.0% | +141.3% | +44.5% |
| All | +55.6% | -100.0% | +155.6% | +70.5% |
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