+110.5%
CMG vs ZCMD
-100.0%
+210.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -2.5% |
| 7D | -6.5% | -4.1% | -2.3% | -6.5% |
| 30D | +12.1% | -22.7% | +34.8% | +12.1% |
| 3M | +20.6% | -62.5% | +83.1% | +21.4% |
| 6M | +2.1% | -99.5% | +101.6% | +7.2% |
| YTD | -2.6% | -99.7% | +97.1% | +2.9% |
| 1Y | -8.7% | -99.9% | +91.2% | -2.9% |
| 3Y | -7.4% | -100.0% | +92.6% | +3.4% |
| 5Y | -5.7% | -100.0% | +94.3% | +5.5% |
| All | +110.5% | -100.0% | +210.5% | +178.7% |
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 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