+205.5%
CTAS vs ZCMD
-100.0%
+305.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -1.0% | -21.6% | +20.6% | -1.0% |
| 3M | +15.8% | -67.4% | +83.1% | +15.8% |
| 6M | -1.0% | -99.4% | +98.4% | +1.2% |
| YTD | +7.4% | -99.7% | +107.2% | +10.5% |
| 1Y | -0.1% | -99.9% | +99.8% | +3.3% |
| 3Y | +66.3% | -100.0% | +166.3% | +77.0% |
| 5Y | +111.0% | -100.0% | +211.0% | +124.2% |
| All | +205.5% | -100.0% | +305.5% | +249.9% |
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