+1,339.6%
CRWD vs ZCMD
-100.0%
+1,439.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.1% |
| 7D | +2.2% | -4.1% | +6.3% | +2.2% |
| 30D | -7.7% | -22.7% | +15.0% | -7.5% |
| 3M | +28.9% | -62.5% | +91.4% | +27.7% |
| 6M | +91.5% | -99.5% | +190.9% | +99.0% |
| YTD | +77.3% | -99.7% | +177.1% | +88.4% |
| 1Y | +96.3% | -99.9% | +196.2% | +113.7% |
| 3Y | +394.5% | -100.0% | +494.5% | +496.2% |
| 5Y | +213.5% | -100.0% | +313.5% | +278.8% |
| All | +1,339.6% | -100.0% | +1,439.6% | +1,945.9% |
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