+10.0%
CNH vs ZCMD
-100.0%
+110.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +2.2% |
| 7D | +1.8% | -4.1% | +6.0% | +1.9% |
| 30D | +32.6% | -22.7% | +55.4% | +32.8% |
| 3M | +29.4% | -62.5% | +91.9% | +28.2% |
| 6M | +26.0% | -99.5% | +125.4% | +26.2% |
| YTD | +52.2% | -99.7% | +152.0% | +52.4% |
| 1Y | +23.9% | -99.9% | +123.8% | +23.7% |
| All | +10.0% | -100.0% | +110.0% | -1.4% |
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