+97.0%
CME vs ZCMD
-100.0%
+197.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | +3.9% | -7.7% | +11.6% | +4.1% |
| 30D | +11.3% | -34.8% | +46.1% | +12.0% |
| 3M | +19.6% | -56.3% | +75.9% | +20.7% |
| 6M | +8.1% | -99.7% | +107.7% | +12.4% |
| YTD | +20.4% | -99.9% | +120.3% | +26.3% |
| 1Y | +16.5% | -99.9% | +116.4% | +22.7% |
| 3Y | +66.4% | -100.0% | +166.4% | +80.9% |
| 5Y | +74.5% | -100.0% | +174.5% | +91.1% |
| All | +97.0% | -100.0% | +197.0% | +122.7% |
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 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