+4,843.7%
CLS vs ZCMD
-100.0%
+4,943.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -7.1% | +13.6% | +6.5% |
| 7D | +10.9% | -5.4% | +16.4% | +10.9% |
| 30D | +2.1% | -24.8% | +26.9% | +2.1% |
| 3M | -10.2% | -62.8% | +52.6% | -10.0% |
| 6M | +30.4% | -99.5% | +129.9% | +25.3% |
| YTD | +17.2% | -99.8% | +117.0% | +12.2% |
| 1Y | +41.0% | -99.9% | +140.9% | +34.9% |
| 3Y | +1,338.0% | -100.0% | +1,438.0% | +1,363.7% |
| 5Y | +3,860.6% | -100.0% | +3,960.6% | +3,919.7% |
| All | +4,843.7% | -100.0% | +4,943.6% | +5,781.8% |
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