+38.3%
CPRT vs ZCMD
-100.0%
+138.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -4.0% |
| 7D | -8.4% | -2.0% | -6.4% | -8.4% |
| 30D | +4.6% | -19.8% | +24.4% | +4.6% |
| 3M | -1.9% | -62.1% | +60.1% | -2.0% |
| 6M | -15.3% | -99.5% | +84.2% | -11.6% |
| YTD | -21.5% | -99.7% | +78.3% | -17.3% |
| 1Y | -36.6% | -99.9% | +63.3% | -32.5% |
| 3Y | -31.2% | -100.0% | +68.8% | -23.6% |
| 5Y | -14.1% | -100.0% | +85.9% | -4.7% |
| All | +38.3% | -100.0% | +138.3% | +70.5% |
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 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