+76.1%
CME vs ZCMD
-100.0%
+176.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.9% |
| 7D | -0.6% | -4.1% | +3.5% | -0.6% |
| 30D | +4.7% | -22.7% | +27.4% | +5.0% |
| 3M | +7.8% | -62.5% | +70.3% | +6.4% |
| 6M | -11.0% | -99.5% | +88.5% | -8.5% |
| YTD | +4.0% | -99.7% | +103.8% | +7.5% |
| 1Y | +9.1% | -99.9% | +109.0% | +13.8% |
| 3Y | +52.3% | -100.0% | +152.3% | +63.8% |
| 5Y | +76.1% | -100.0% | +176.1% | +90.5% |
| All | +76.1% | -100.0% | +176.1% | +90.5% |
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 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