+33.2%
CP vs ZCMD
-99.9%
+133.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.5% |
| 7D | +2.1% | -7.7% | +9.8% | +2.2% |
| 30D | +9.3% | -34.8% | +44.1% | +9.4% |
| 3M | +0.5% | -56.3% | +56.8% | +0.6% |
| 6M | +10.4% | -99.7% | +110.1% | +16.0% |
| YTD | +28.7% | -99.9% | +128.6% | +36.0% |
| 1Y | +33.2% | -99.9% | +133.1% | +45.8% |
| All | +33.2% | -99.9% | +133.1% | +45.8% |
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