+297.6%
CMI vs ZCMD
-100.0%
+397.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | +0.8% | -2.0% | +2.9% | +0.9% |
| 30D | -12.8% | -19.8% | +7.0% | -12.6% |
| 3M | -12.4% | -62.1% | +49.6% | -13.5% |
| 6M | -0.9% | -99.5% | +98.6% | +3.0% |
| YTD | +8.9% | -99.7% | +108.6% | +14.0% |
| 1Y | +37.7% | -99.9% | +137.6% | +45.2% |
| 3Y | +148.9% | -100.0% | +248.8% | +166.4% |
| 5Y | +164.4% | -100.0% | +264.4% | +182.9% |
| All | +297.6% | -100.0% | +397.6% | +319.4% |
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