+110.5%
CNC vs ZCMD
-99.9%
+210.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -3.0% | +15.7% | +12.6% |
| 7D | +13.4% | -13.3% | +26.7% | +13.2% |
| 30D | +18.2% | -49.6% | +67.8% | +17.5% |
| 3M | +18.6% | -54.6% | +73.3% | +18.0% |
| 6M | +41.9% | -99.8% | +141.7% | +50.1% |
| YTD | +84.7% | -99.9% | +184.6% | +102.2% |
| 1Y | +110.5% | -99.9% | +210.4% | +142.7% |
| All | +110.5% | -99.9% | +210.4% | +142.7% |
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