+1,298.7%
CRDO vs ZCMD
-100.0%
+1,398.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.7% | +1.7% |
| 7D | -4.5% | -5.4% | +1.0% | -4.4% |
| 30D | -39.2% | -24.8% | -14.4% | -39.2% |
| 3M | -38.5% | -62.8% | +24.3% | -39.3% |
| 6M | +40.6% | -99.5% | +140.1% | +28.4% |
| YTD | +13.2% | -99.8% | +113.0% | +1.8% |
| 1Y | +2.3% | -99.9% | +102.2% | -10.4% |
| 3Y | +942.5% | -100.0% | +1,042.5% | +794.5% |
| All | +1,298.7% | -100.0% | +1,398.7% | +1,203.4% |
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