-10.0%
CRM vs ZCMD
-99.9%
+89.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.2% |
| 7D | -6.2% | -13.3% | +7.1% | -6.4% |
| 30D | -1.2% | -49.6% | +48.5% | -2.0% |
| 3M | +19.1% | -54.6% | +73.7% | +17.9% |
| 6M | +23.0% | -99.8% | +122.7% | +21.5% |
| YTD | -13.7% | -99.9% | +86.2% | -13.0% |
| 1Y | -10.0% | -99.9% | +89.9% | -5.2% |
| All | -10.0% | -99.9% | +89.9% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling