+1,120.8%
CRS vs ZCMD
-100.0%
+1,220.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.1% | +5.9% | -1.1% |
| 7D | -6.8% | -5.4% | -1.3% | -6.7% |
| 30D | -16.1% | -24.8% | +8.7% | -15.9% |
| 3M | -21.2% | -62.8% | +41.6% | -22.2% |
| 6M | +8.7% | -99.5% | +108.2% | +13.2% |
| YTD | +41.0% | -99.8% | +140.7% | +48.4% |
| 1Y | +82.7% | -99.9% | +182.6% | +96.8% |
| 3Y | +604.8% | -100.0% | +704.8% | +735.3% |
| 5Y | +1,384.7% | -100.0% | +1,484.7% | +1,655.6% |
| All | +1,120.8% | -100.0% | +1,220.8% | +1,944.7% |
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