+19.6%
CME vs ZCMD
-99.9%
+119.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.4% |
| 7D | +4.8% | -13.3% | +18.2% | +5.0% |
| 30D | +14.2% | -49.6% | +63.8% | +15.2% |
| 3M | +17.9% | -54.6% | +72.5% | +19.0% |
| 6M | +7.2% | -99.8% | +107.0% | +12.0% |
| YTD | +16.7% | -99.9% | +116.6% | +22.0% |
| 1Y | +19.6% | -99.9% | +119.5% | +28.5% |
| All | +19.6% | -99.9% | +119.5% | +28.5% |
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