+87.2%
CP vs ZCMD
-100.0%
+187.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | +0.4% |
| 7D | -2.7% | -8.0% | +5.3% | -2.6% |
| 30D | +0.2% | -27.9% | +28.0% | +0.4% |
| 3M | +2.6% | -74.6% | +77.2% | +2.3% |
| 6M | +6.0% | -99.5% | +105.4% | +11.4% |
| YTD | +24.9% | -99.7% | +124.7% | +33.1% |
| 1Y | +20.1% | -99.9% | +120.0% | +29.8% |
| 3Y | +16.4% | -100.0% | +116.4% | +31.7% |
| 5Y | +31.7% | -100.0% | +131.7% | +49.7% |
| All | +87.2% | -100.0% | +187.2% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling