+223.8%
CTVA vs ZCMD
-100.0%
+323.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.4% |
| 7D | -5.8% | -4.1% | -1.7% | -5.7% |
| 30D | +11.1% | -22.7% | +33.8% | +11.4% |
| 3M | +13.2% | -62.5% | +75.7% | +11.9% |
| 6M | +8.7% | -99.5% | +108.2% | +14.7% |
| YTD | +27.3% | -99.7% | +127.0% | +36.4% |
| 1Y | +18.0% | -99.9% | +117.9% | +28.9% |
| 3Y | +76.5% | -100.0% | +176.5% | +104.7% |
| 5Y | +105.1% | -100.0% | +205.1% | +138.0% |
| All | +223.8% | -100.0% | +323.8% | +357.3% |
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 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