-9.8%
CPRT vs ZCMD
-100.0%
+90.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -1.7% |
| 7D | -0.4% | -4.1% | +3.7% | -0.4% |
| 30D | +8.2% | -22.7% | +31.0% | +8.2% |
| 3M | +2.3% | -62.5% | +64.8% | +2.9% |
| 6M | -14.7% | -99.5% | +84.7% | -13.2% |
| YTD | -18.2% | -99.7% | +81.6% | -16.6% |
| 1Y | -33.4% | -99.9% | +66.5% | -32.0% |
| 3Y | -28.3% | -100.0% | +71.7% | -27.1% |
| 5Y | -9.8% | -100.0% | +90.2% | -9.0% |
| All | -9.8% | -100.0% | +90.2% | -9.0% |
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