+105.1%
CTVA vs ZCMD
-100.0%
+205.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.4% | -0.6% |
| 7D | -4.5% | -5.4% | +0.9% | -4.5% |
| 30D | +11.3% | -24.8% | +36.1% | +11.5% |
| 3M | +12.3% | -62.8% | +75.1% | +11.6% |
| 6M | +7.2% | -99.5% | +106.7% | +9.7% |
| YTD | +26.0% | -99.8% | +125.8% | +29.7% |
| 1Y | +16.0% | -99.9% | +115.9% | +20.3% |
| 3Y | +73.9% | -100.0% | +173.9% | +82.7% |
| All | +105.1% | -100.0% | +205.1% | +114.1% |
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