+302.5%
CMI vs ZCMD
-100.0%
+402.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.3% | +1.3% |
| 7D | -0.7% | -5.4% | +4.7% | -0.6% |
| 30D | -12.4% | -24.8% | +12.4% | -12.1% |
| 3M | -14.8% | -62.8% | +48.0% | -15.8% |
| 6M | +0.8% | -99.5% | +100.3% | +4.8% |
| YTD | +10.2% | -99.8% | +109.9% | +15.5% |
| 1Y | +37.4% | -99.9% | +137.3% | +45.2% |
| 3Y | +153.3% | -100.0% | +253.3% | +171.4% |
| 5Y | +167.6% | -100.0% | +267.6% | +186.6% |
| All | +302.5% | -100.0% | +402.5% | +325.0% |
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