-36.8%
CLX vs ZCMD
-100.0%
+63.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.2% |
| 7D | -4.9% | -4.1% | -0.8% | -4.9% |
| 30D | -15.8% | -22.7% | +6.9% | -15.8% |
| 3M | -7.9% | -62.5% | +54.6% | -7.9% |
| 6M | -19.0% | -99.5% | +80.4% | -17.9% |
| YTD | -7.9% | -99.7% | +91.8% | -6.9% |
| 1Y | -25.4% | -99.9% | +74.5% | -24.9% |
| 3Y | -35.0% | -100.0% | +65.0% | -35.5% |
| 5Y | -36.8% | -100.0% | +63.2% | -37.2% |
| All | -36.8% | -100.0% | +63.2% | -37.2% |
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 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