+11.7%
CMI vs ZCMD
-99.9%
+111.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.7% | -5.7% |
| 7D | -11.2% | -13.3% | +2.1% | -11.0% |
| 30D | -9.8% | -49.6% | +39.8% | -8.9% |
| 3M | -25.5% | -54.6% | +29.1% | -24.8% |
| 6M | -27.7% | -99.8% | +72.1% | -17.2% |
| YTD | -6.6% | -99.9% | +93.2% | +9.2% |
| 1Y | +11.7% | -99.9% | +111.6% | +31.6% |
| All | +11.7% | -99.9% | +111.6% | +31.6% |
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