+4,607.1%
CLS vs ZCMD
-100.0%
+4,707.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.6% |
| 7D | +12.8% | -1.4% | +14.2% | +12.8% |
| 30D | +3.8% | -21.6% | +25.4% | +3.8% |
| 3M | -14.6% | -67.4% | +52.7% | -14.7% |
| 6M | +32.2% | -99.4% | +131.7% | +27.3% |
| YTD | +11.6% | -99.7% | +111.4% | +6.8% |
| 1Y | +35.1% | -99.9% | +134.9% | +29.1% |
| 3Y | +1,312.5% | -100.0% | +1,412.5% | +1,338.0% |
| 5Y | +3,542.1% | -100.0% | +3,642.0% | +3,586.1% |
| All | +4,607.1% | -100.0% | +4,707.1% | +5,500.9% |
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 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