+100.6%
CNH vs ZCMD
-100.0%
+200.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.7% |
| 7D | -5.7% | -5.4% | -0.3% | -5.6% |
| 30D | +26.6% | -24.8% | +51.3% | +26.9% |
| 3M | +31.1% | -62.8% | +93.9% | +29.3% |
| 6M | +24.9% | -99.5% | +124.4% | +29.7% |
| YTD | +48.7% | -99.8% | +148.5% | +55.8% |
| 1Y | +22.2% | -99.9% | +122.1% | +29.5% |
| 3Y | +7.4% | -100.0% | +107.4% | +19.6% |
| 5Y | +10.8% | -100.0% | +110.8% | +23.5% |
| All | +100.6% | -100.0% | +200.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling