-33.5%
CPB vs ZCMD
-99.9%
+66.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.6% |
| 6M | -12.2% | -99.5% | +87.3% | -12.5% |
| YTD | -21.1% | -99.7% | +78.7% | -20.8% |
| 1Y | -33.5% | -99.9% | +66.4% | -30.6% |
| All | -33.5% | -99.9% | +66.4% | -30.6% |
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