-20.0%
CPNG vs ZCMD
-100.0%
+80.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.1% | +10.1% | +3.1% |
| 7D | -1.1% | -5.4% | +4.3% | -1.1% |
| 30D | -7.4% | -24.8% | +17.4% | -7.2% |
| 3M | -12.3% | -62.8% | +50.4% | -13.1% |
| 6M | -19.4% | -99.5% | +80.1% | -17.6% |
| YTD | -35.9% | -99.8% | +63.9% | -34.2% |
| 1Y | -53.4% | -99.9% | +46.5% | -52.2% |
| 3Y | -20.0% | -100.0% | +80.0% | -28.4% |
| All | -20.0% | -100.0% | +80.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling