+35.3%
CMS vs ZCMD
-100.0%
+135.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | +0.5% |
| 7D | -0.9% | +9.1% | -10.0% | -0.9% |
| 30D | +7.1% | -37.1% | +44.2% | +7.1% |
| 3M | -1.3% | -53.7% | +52.4% | -1.3% |
| 6M | -2.7% | -99.7% | +97.0% | -2.2% |
| YTD | +2.6% | -99.9% | +102.5% | +3.0% |
| 1Y | -2.0% | -99.9% | +97.9% | -1.7% |
| 3Y | +39.6% | -100.0% | +139.6% | +38.5% |
| 5Y | +35.3% | -100.0% | +135.3% | +34.0% |
| All | +35.3% | -100.0% | +135.3% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling