+612.8%
CRS vs ZCMD
-100.0%
+712.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | -4.1% | -2.0% | -2.1% | -4.1% |
| 30D | -16.6% | -19.8% | +3.2% | -16.6% |
| 3M | -14.3% | -62.1% | +47.8% | -14.6% |
| 6M | +11.6% | -99.5% | +111.1% | +8.4% |
| YTD | +42.6% | -99.7% | +142.3% | +37.7% |
| 1Y | +81.8% | -99.9% | +181.7% | +75.5% |
| All | +612.8% | -100.0% | +712.8% | +600.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling