-38.2%
CPB vs ZCMD
-100.0%
+61.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.5% | +0.6% |
| 7D | -8.0% | -4.1% | -3.9% | -8.0% |
| 30D | -2.4% | -22.7% | +20.3% | -2.6% |
| 3M | +0.5% | -62.5% | +63.0% | +1.8% |
| 6M | -10.5% | -99.5% | +89.0% | -11.4% |
| YTD | -17.5% | -99.7% | +82.2% | -18.7% |
| 1Y | -31.0% | -99.9% | +68.9% | -32.3% |
| 3Y | -40.6% | -100.0% | +59.4% | -42.3% |
| All | -38.2% | -100.0% | +61.8% | -40.4% |
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