+71.3%
CRL vs ZCMD
-100.0%
+171.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.1% | +9.0% | +2.0% |
| 7D | -3.5% | -5.4% | +1.9% | -3.5% |
| 30D | -2.1% | -24.8% | +22.6% | -2.1% |
| 3M | +48.0% | -62.8% | +110.8% | +46.9% |
| 6M | +64.7% | -99.5% | +164.3% | +69.3% |
| YTD | +39.5% | -99.8% | +139.3% | +45.0% |
| 1Y | +74.2% | -99.9% | +174.1% | +83.1% |
| 3Y | +39.4% | -100.0% | +139.4% | +57.6% |
| 5Y | -36.9% | -100.0% | +63.1% | -28.3% |
| All | +71.3% | -100.0% | +171.3% | +114.7% |
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