+72.8%
CRL vs ZCMD
-100.0%
+172.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +5.0% | -21.6% | +26.5% | +5.0% |
| 3M | +50.6% | -67.4% | +118.0% | +49.8% |
| 6M | +60.9% | -99.4% | +160.4% | +64.8% |
| YTD | +40.7% | -99.7% | +140.5% | +46.3% |
| 1Y | +73.3% | -99.9% | +173.2% | +81.9% |
| 3Y | +40.6% | -100.0% | +140.6% | +59.0% |
| 5Y | -37.0% | -100.0% | +63.0% | -28.5% |
| All | +72.8% | -100.0% | +172.8% | +116.6% |
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