-5.1%
COF vs ZCMD
-99.9%
+94.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.2% |
| 7D | +0.7% | -13.3% | +14.0% | +0.7% |
| 30D | +5.7% | -49.6% | +55.4% | +5.6% |
| 3M | -6.7% | -54.6% | +47.9% | -6.8% |
| 6M | +9.5% | -99.8% | +109.2% | +18.5% |
| YTD | -13.9% | -99.9% | +86.0% | -6.1% |
| 1Y | -5.1% | -99.9% | +94.9% | +8.6% |
| All | -5.1% | -99.9% | +94.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling