-70.0%
CPNG vs ZCMD
-100.0%
+30.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -0.4% |
| 7D | -7.6% | -4.1% | -3.4% | -7.5% |
| 30D | -8.8% | -22.7% | +13.9% | -8.6% |
| 3M | -7.2% | -62.5% | +55.3% | -8.3% |
| 6M | -21.5% | -99.5% | +77.9% | -18.3% |
| YTD | -37.4% | -99.7% | +62.3% | -34.1% |
| 1Y | -54.3% | -99.9% | +45.5% | -51.6% |
| 3Y | -20.3% | -100.0% | +79.7% | -13.0% |
| 5Y | -51.2% | -100.0% | +48.8% | -45.7% |
| All | -70.0% | -100.0% | +30.0% | -66.5% |
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