+388.2%
CLSK vs ZCMD
-100.0%
+488.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -7.0% | +13.8% | +7.1% |
| 7D | +7.7% | -5.4% | +13.1% | +7.9% |
| 30D | +12.2% | -24.8% | +37.0% | +13.1% |
| 3M | -15.5% | -62.8% | +47.3% | -17.8% |
| 6M | +39.3% | -99.5% | +138.9% | +55.2% |
| YTD | +35.1% | -99.8% | +134.8% | +54.8% |
| 1Y | +34.0% | -99.9% | +133.9% | +58.1% |
| 3Y | +226.3% | -100.0% | +326.2% | +348.8% |
| 5Y | +6.4% | -100.0% | +106.4% | +48.8% |
| All | +388.2% | -100.0% | +488.2% | +782.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling