+74.7%
CSX vs ZCMD
-100.0%
+174.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +0.9% |
| 7D | -3.4% | -8.0% | +4.6% | -3.4% |
| 30D | -3.1% | -27.9% | +24.8% | -3.1% |
| 3M | +7.2% | -74.6% | +81.8% | +6.8% |
| 6M | +16.2% | -99.5% | +115.6% | +18.2% |
| YTD | +37.5% | -99.7% | +137.3% | +40.1% |
| 1Y | +53.2% | -99.9% | +153.1% | +56.3% |
| All | +74.7% | -100.0% | +174.7% | +81.2% |
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