-5.6%
CLX vs ZCMD
-99.9%
+94.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +5.7% |
| 7D | +14.2% | -13.3% | +27.5% | +14.3% |
| 30D | +22.7% | -49.6% | +72.3% | +23.3% |
| 3M | -2.8% | -54.6% | +51.9% | -2.3% |
| 6M | +17.7% | -99.8% | +117.5% | +31.2% |
| YTD | +3.3% | -99.9% | +103.2% | +16.2% |
| 1Y | -5.6% | -99.9% | +94.3% | +10.7% |
| All | -5.6% | -99.9% | +94.3% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling