+50.3%
CSX vs ZCMD
-99.9%
+150.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.6% |
| 7D | -0.3% | +1.4% | -1.6% | -0.3% |
| 30D | +8.7% | -29.9% | +38.5% | +8.7% |
| 3M | +4.2% | -54.9% | +59.1% | +4.2% |
| 6M | +16.7% | -99.7% | +116.3% | +23.8% |
| YTD | +44.5% | -99.9% | +144.3% | +53.3% |
| 1Y | +50.3% | -99.9% | +150.2% | +66.3% |
| All | +50.3% | -99.9% | +150.2% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling