+2,089.9%
CLS vs ZCMD
-100.0%
+2,189.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.2% | +4.5% |
| 7D | +23.5% | -2.9% | +26.5% | +23.5% |
| 30D | -28.9% | -28.5% | -0.5% | -29.2% |
| 3M | -25.2% | -56.5% | +31.4% | -25.8% |
| 6M | -32.1% | -99.7% | +67.6% | -39.1% |
| YTD | -14.1% | -99.9% | +85.8% | -24.9% |
| 1Y | -24.1% | -99.9% | +75.8% | -34.3% |
| 3Y | +897.0% | -100.0% | +997.0% | +729.1% |
| 5Y | +2,089.9% | -100.0% | +2,189.9% | +1,680.9% |
| All | +2,089.9% | -100.0% | +2,189.9% | +1,680.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling