+30.8%
CNH vs ZCMD
-100.0%
+130.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.5% | -4.1% |
| 7D | +6.4% | -2.9% | +9.3% | +6.4% |
| 30D | -1.6% | -28.5% | +26.8% | -1.4% |
| 3M | +11.6% | -56.5% | +68.1% | +12.2% |
| 6M | +12.5% | -99.7% | +112.2% | +13.5% |
| YTD | +31.1% | -99.9% | +130.9% | +32.0% |
| 1Y | +17.0% | -99.9% | +116.9% | +17.8% |
| All | +30.8% | -100.0% | +130.8% | +28.2% |
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