+24.5%
COP vs ZCMD
-100.0%
+124.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-09 to 2026-09-09.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +1.1% |
| 7D | -0.5% | -4.1% | +3.6% | -0.5% |
| 30D | +11.7% | -22.7% | +34.4% | +11.8% |
| 3M | +17.7% | -62.5% | +80.2% | +17.2% |
| 6M | +18.3% | -99.5% | +117.8% | +22.7% |
| YTD | +49.1% | -99.7% | +148.8% | +56.2% |
| 1Y | +53.3% | -99.9% | +153.2% | +62.2% |
| All | +24.5% | -100.0% | +124.5% | +35.6% |
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 2023-09-09 to 2026-09-09: 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…
2023-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling