+3,328.5%
CLS vs ZCMD
-100.0%
+3,428.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -5.4% |
| 7D | +16.3% | -7.7% | +24.0% | +16.3% |
| 30D | -25.7% | -34.8% | +9.1% | -25.6% |
| 3M | -30.9% | -56.3% | +25.4% | -30.8% |
| 6M | -35.5% | -99.7% | +64.2% | -37.9% |
| YTD | -18.7% | -99.9% | +81.2% | -22.1% |
| 1Y | -17.9% | -99.9% | +82.0% | -21.4% |
| 3Y | +838.1% | -100.0% | +938.1% | +846.3% |
| 5Y | +1,971.9% | -100.0% | +2,071.9% | +2,039.0% |
| All | +3,328.5% | -100.0% | +3,428.5% | +3,981.2% |
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