+107.7%
CTAS vs ZCMD
-100.0%
+207.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.1% | +8.6% | +1.5% |
| 7D | +0.5% | -5.4% | +5.9% | +0.5% |
| 30D | -0.7% | -24.8% | +24.1% | -0.8% |
| 3M | +11.1% | -62.8% | +73.9% | +11.3% |
| 6M | +2.1% | -99.5% | +101.7% | +2.9% |
| YTD | +8.0% | -99.8% | +107.7% | +8.8% |
| 1Y | -0.5% | -99.9% | +99.4% | +0.2% |
| 3Y | +66.2% | -100.0% | +166.2% | +68.1% |
| All | +107.7% | -100.0% | +207.7% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling