+114.5%
CSX vs ZCMD
-100.0%
+214.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +0.9% |
| 7D | -3.4% | -8.0% | +4.6% | -3.3% |
| 30D | -3.1% | -27.9% | +24.8% | -2.9% |
| 3M | +7.2% | -74.6% | +81.8% | +6.6% |
| 6M | +16.2% | -99.5% | +115.6% | +20.3% |
| YTD | +37.5% | -99.7% | +137.3% | +43.7% |
| 1Y | +53.2% | -99.9% | +153.1% | +61.5% |
| 3Y | +68.2% | -100.0% | +168.2% | +84.6% |
| 5Y | +65.2% | -100.0% | +165.2% | +82.1% |
| All | +114.5% | -100.0% | +214.5% | +178.8% |
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