-44.3%
CPB vs ZCMD
-100.0%
+55.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.3% |
| 7D | -5.4% | -2.0% | -3.3% | -5.4% |
| 30D | -7.8% | -19.8% | +12.0% | -8.0% |
| 3M | -6.9% | -62.1% | +55.1% | -5.9% |
| 6M | -12.2% | -99.5% | +87.3% | -12.5% |
| YTD | -21.1% | -99.7% | +78.7% | -21.5% |
| 1Y | -33.5% | -99.9% | +66.4% | -34.0% |
| 3Y | -43.2% | -100.0% | +56.8% | -43.5% |
| 5Y | -40.9% | -100.0% | +59.1% | -41.2% |
| All | -44.3% | -100.0% | +55.7% | -42.8% |
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 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