+41.0%
CLS vs ZCMD
-99.9%
+140.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.0% |
| 3M | -10.2% | -62.8% | +52.6% | -10.7% |
| 6M | +30.4% | -99.5% | +129.9% | +9.8% |
| YTD | +17.2% | -99.8% | +117.0% | -6.4% |
| 1Y | +41.0% | -99.9% | +140.9% | +1.3% |
| All | +41.0% | -99.9% | +140.9% | +1.3% |
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