+1,332.2%
CRWD vs ZCMD
-100.0%
+1,432.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -0.9% |
| 7D | -3.0% | -5.4% | +2.4% | -2.9% |
| 30D | -6.8% | -24.8% | +18.0% | -6.5% |
| 3M | +19.6% | -62.8% | +82.4% | +18.5% |
| 6M | +87.1% | -99.5% | +186.6% | +95.1% |
| YTD | +76.4% | -99.8% | +176.2% | +87.7% |
| 1Y | +90.8% | -99.9% | +190.7% | +108.2% |
| 3Y | +380.0% | -100.0% | +480.0% | +479.5% |
| 5Y | +215.6% | -100.0% | +315.6% | +282.0% |
| All | +1,332.2% | -100.0% | +1,432.2% | +1,938.3% |
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