+43.2%
CPRT vs ZCMD
-100.0%
+143.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.5% |
| 7D | -0.4% | -7.7% | +7.3% | -0.4% |
| 30D | +21.2% | -34.8% | +55.9% | +21.3% |
| 3M | +8.3% | -56.3% | +64.6% | +8.5% |
| 6M | -3.4% | -99.7% | +96.3% | +0.9% |
| YTD | -18.7% | -99.9% | +81.2% | -14.2% |
| 1Y | -23.5% | -99.9% | +76.4% | -18.9% |
| 3Y | -34.2% | -100.0% | +65.8% | -27.3% |
| 5Y | -18.2% | -100.0% | +81.8% | -8.2% |
| All | +43.2% | -100.0% | +143.2% | +76.8% |
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