+14.5%
CNC vs ZCMD
-100.0%
+114.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.8% |
| 7D | -4.9% | -4.1% | -0.7% | -4.9% |
| 30D | -3.8% | -22.7% | +18.9% | -3.7% |
| 3M | -3.2% | -62.5% | +59.2% | -2.9% |
| 6M | +47.9% | -99.5% | +147.3% | +56.4% |
| YTD | +55.7% | -99.7% | +155.4% | +67.5% |
| 1Y | +106.2% | -99.9% | +206.1% | +126.0% |
| 3Y | -2.1% | -100.0% | +97.9% | +11.4% |
| 5Y | +3.4% | -100.0% | +103.4% | +17.6% |
| All | +14.5% | -100.0% | +114.5% | +46.9% |
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