+112.7%
CNH vs ZCMD
-100.0%
+212.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.8% | +4.1% |
| 7D | +23.3% | -8.0% | +31.3% | +23.4% |
| 30D | +33.5% | -27.9% | +61.3% | +33.9% |
| 3M | +32.7% | -74.6% | +107.3% | +31.6% |
| 6M | +22.2% | -99.5% | +121.6% | +26.6% |
| YTD | +57.7% | -99.7% | +157.4% | +65.0% |
| 1Y | +28.0% | -99.9% | +127.9% | +35.3% |
| 3Y | +11.5% | -100.0% | +111.5% | +24.1% |
| 5Y | +11.9% | -100.0% | +111.9% | +24.9% |
| All | +112.7% | -100.0% | +212.7% | +157.1% |
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