+202.3%
CTAS vs ZCMD
-100.0%
+302.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -1.3% | -2.0% | +0.7% | -1.3% |
| 30D | -3.1% | -19.8% | +16.7% | -3.1% |
| 3M | +10.3% | -62.1% | +72.4% | +10.2% |
| 6M | +1.6% | -99.5% | +101.1% | +4.0% |
| YTD | +6.3% | -99.7% | +106.1% | +9.4% |
| 1Y | -0.5% | -99.9% | +99.4% | +2.9% |
| 3Y | +64.6% | -100.0% | +164.6% | +75.2% |
| 5Y | +106.0% | -100.0% | +206.0% | +119.2% |
| All | +202.3% | -100.0% | +302.3% | +246.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling