+245.5%
CTAS vs ZCMD
-100.0%
+345.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.3% |
| 7D | +2.0% | -7.7% | +9.7% | +2.0% |
| 30D | +8.7% | -34.8% | +43.5% | +8.7% |
| 3M | +13.3% | -56.3% | +69.6% | +13.3% |
| 6M | +39.4% | -99.7% | +139.1% | +42.5% |
| YTD | +21.5% | -99.9% | +121.4% | +25.0% |
| 1Y | +21.9% | -99.9% | +121.8% | +25.8% |
| 3Y | +73.6% | -100.0% | +173.6% | +84.1% |
| 5Y | +116.2% | -100.0% | +216.2% | +131.4% |
| All | +245.5% | -100.0% | +345.5% | +295.8% |
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 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