+1,163.1%
CRS vs ZCMD
-100.0%
+1,263.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.5% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | -19.6% | -21.6% | +2.0% | -19.5% |
| 3M | -8.1% | -67.4% | +59.3% | -9.1% |
| 6M | +18.6% | -99.4% | +118.0% | +23.1% |
| YTD | +45.9% | -99.7% | +145.6% | +53.5% |
| 1Y | +82.5% | -99.9% | +182.4% | +95.8% |
| 3Y | +648.9% | -100.0% | +748.9% | +787.1% |
| 5Y | +1,438.1% | -100.0% | +1,538.1% | +1,712.6% |
| All | +1,163.1% | -100.0% | +1,263.1% | +2,014.5% |
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 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