-31.7%
CLX vs ZCMD
-100.0%
+68.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.3% |
| 7D | -9.2% | -8.0% | -1.2% | -9.2% |
| 30D | -11.0% | -27.9% | +16.8% | -11.0% |
| 3M | +5.0% | -74.6% | +79.6% | +5.2% |
| 6M | -18.8% | -99.5% | +80.6% | -17.8% |
| YTD | -4.4% | -99.7% | +95.3% | -3.5% |
| 1Y | -21.9% | -99.9% | +78.0% | -21.4% |
| 3Y | -32.8% | -100.0% | +67.2% | -32.8% |
| 5Y | -34.6% | -100.0% | +65.4% | -34.4% |
| All | -31.7% | -100.0% | +68.3% | -30.3% |
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