+84.0%
CP vs ZCMD
-100.0%
+184.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.2% |
| 7D | +0.6% | -4.1% | +4.7% | +0.6% |
| 30D | -0.5% | -22.7% | +22.2% | -0.3% |
| 3M | +0.1% | -62.5% | +62.6% | -0.9% |
| 6M | +7.8% | -99.5% | +107.3% | +13.4% |
| YTD | +22.9% | -99.7% | +122.6% | +30.8% |
| 1Y | +21.3% | -99.9% | +121.2% | +31.4% |
| 3Y | +20.4% | -100.0% | +120.4% | +36.1% |
| 5Y | +34.9% | -100.0% | +134.9% | +52.9% |
| All | +84.0% | -100.0% | +184.0% | +155.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling