+108.0%
CRL vs ZCMD
-100.0%
+208.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.8% |
| 7D | +0.1% | -7.7% | +7.8% | +0.2% |
| 30D | +11.9% | -34.8% | +46.7% | +12.2% |
| 3M | +20.2% | -56.3% | +76.5% | +20.6% |
| 6M | +107.5% | -99.7% | +207.2% | +113.3% |
| YTD | +69.4% | -99.9% | +169.3% | +76.7% |
| 1Y | +99.7% | -99.9% | +199.6% | +109.3% |
| 3Y | +98.8% | -100.0% | +198.8% | +123.3% |
| 5Y | -12.4% | -100.0% | +87.6% | +0.9% |
| All | +108.0% | -100.0% | +208.0% | +161.5% |
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