+27.7%
CL vs ZCMD
-99.9%
+127.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.8% |
| 6M | +14.3% | -99.7% | +113.9% | +16.3% |
| YTD | +27.0% | -99.9% | +126.8% | +28.9% |
| All | +27.7% | -99.9% | +127.6% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling