+51.7%
CPRT vs ZCMD
-100.0%
+151.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.4% |
| 7D | +2.2% | -8.0% | +10.2% | +2.2% |
| 30D | +16.6% | -27.9% | +44.5% | +16.7% |
| 3M | +9.6% | -74.6% | +84.2% | +10.1% |
| 6M | -11.1% | -99.5% | +88.3% | -7.3% |
| YTD | -13.9% | -99.7% | +85.9% | -9.3% |
| 1Y | -32.5% | -99.9% | +67.4% | -28.2% |
| 3Y | -25.0% | -100.0% | +75.0% | -16.7% |
| 5Y | -7.4% | -100.0% | +92.6% | +3.1% |
| All | +51.7% | -100.0% | +151.6% | +87.0% |
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 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