+3,682.3%
CLS vs ZCMD
-100.0%
+3,782.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +1.2% |
| 7D | +20.1% | -4.1% | +24.2% | +20.0% |
| 30D | +6.0% | -22.7% | +28.8% | +5.8% |
| 3M | -10.3% | -62.5% | +52.2% | -9.7% |
| 6M | +24.5% | -99.5% | +124.0% | +12.1% |
| YTD | +12.9% | -99.7% | +112.6% | -0.6% |
| 1Y | +36.7% | -99.9% | +136.6% | +17.6% |
| 3Y | +1,328.1% | -100.0% | +1,428.1% | +1,097.8% |
| 5Y | +3,682.3% | -100.0% | +3,782.3% | +3,014.1% |
| All | +3,682.3% | -100.0% | +3,782.3% | +3,014.1% |
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