+35.2%
CMS vs ZCMD
-100.0%
+135.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | -3.2% | -21.6% | +18.4% | -3.1% |
| 3M | -2.2% | -67.4% | +65.2% | -2.0% |
| 6M | -9.4% | -99.4% | +90.0% | -8.7% |
| YTD | +0.7% | -99.7% | +100.4% | +1.3% |
| 1Y | +0.4% | -99.9% | +100.2% | +0.9% |
| 3Y | +35.2% | -100.0% | +135.2% | +32.1% |
| All | +35.2% | -100.0% | +135.2% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling