+10.9%
CMG vs ZCMD
-99.9%
+110.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.0% | +8.8% | +5.8% |
| 7D | +22.5% | -13.3% | +35.8% | +22.5% |
| 30D | +14.1% | -49.6% | +63.7% | +13.8% |
| 3M | +4.1% | -54.6% | +58.7% | +3.8% |
| 6M | +10.1% | -99.8% | +109.8% | +24.3% |
| YTD | -4.9% | -99.9% | +95.0% | +10.1% |
| 1Y | +10.9% | -99.9% | +110.8% | +37.6% |
| All | +10.9% | -99.9% | +110.8% | +37.6% |
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