+25.8%
CP vs ZCMD
-100.0%
+125.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | -0.2% |
| 7D | +2.8% | -3.0% | +5.8% | +2.8% |
| 30D | +11.0% | -39.5% | +50.5% | +11.3% |
| 3M | +3.8% | -57.8% | +61.7% | +4.3% |
| 6M | +9.5% | -99.7% | +109.2% | +13.6% |
| YTD | +28.2% | -99.9% | +128.1% | +33.9% |
| 1Y | +33.0% | -99.9% | +132.9% | +39.4% |
| 3Y | +35.5% | -100.0% | +135.5% | +45.4% |
| 5Y | +25.8% | -100.0% | +125.8% | +38.2% |
| All | +25.8% | -100.0% | +125.8% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling