+113.3%
CSX vs ZCMD
-100.0%
+213.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.1% | -3.4% |
| 7D | -5.5% | -4.4% | -1.1% | -5.5% |
| 30D | +4.9% | -43.0% | +47.9% | +5.2% |
| 3M | -2.9% | -54.9% | +52.0% | -2.5% |
| 6M | +8.3% | -99.8% | +108.1% | +13.1% |
| YTD | +36.7% | -99.9% | +136.6% | +43.1% |
| 1Y | +41.5% | -99.9% | +141.4% | +48.9% |
| 3Y | +68.6% | -100.0% | +168.6% | +84.7% |
| 5Y | +48.4% | -100.0% | +148.4% | +64.9% |
| All | +113.3% | -100.0% | +213.3% | +177.8% |
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