+98.8%
CVE vs ZCMD
-99.9%
+198.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.4% | -1.3% |
| 7D | +2.5% | -8.0% | +10.5% | +2.5% |
| 30D | +16.7% | -27.9% | +44.6% | +16.8% |
| 3M | +9.3% | -74.6% | +83.9% | +9.6% |
| 6M | +43.6% | -99.5% | +143.1% | +46.8% |
| YTD | +93.6% | -99.7% | +193.3% | +98.7% |
| 1Y | +98.8% | -99.9% | +198.6% | +98.4% |
| All | +98.8% | -99.9% | +198.6% | +98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling