0.0%
CNC vs ZCMD
-100.0%
+100.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.6% | +1.6% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.0% | -24.8% | +23.8% | -1.0% |
| 3M | +4.5% | -62.8% | +67.3% | +5.4% |
| 6M | +85.2% | -99.5% | +184.7% | +93.9% |
| YTD | +61.4% | -99.8% | +161.2% | +71.1% |
| 1Y | +94.9% | -99.9% | +194.8% | +109.4% |
| 3Y | 0.0% | -100.0% | +100.0% | +5.5% |
| All | 0.0% | -100.0% | +100.0% | +5.5% |
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