+40.2%
CL vs ZCMD
-100.0%
+140.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.3% | -1.5% |
| 7D | -2.2% | -8.0% | +5.8% | -2.2% |
| 30D | -4.8% | -27.9% | +23.0% | -4.8% |
| 3M | +4.9% | -74.6% | +79.5% | +5.2% |
| 6M | -5.7% | -99.5% | +93.7% | -4.7% |
| YTD | +14.4% | -99.7% | +114.1% | +15.8% |
| 1Y | +8.7% | -99.9% | +108.6% | +10.3% |
| 3Y | +30.0% | -100.0% | +130.0% | +32.6% |
| 5Y | +28.4% | -100.0% | +128.4% | +31.0% |
| All | +40.2% | -100.0% | +140.2% | +53.6% |
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 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