+303.1%
CVE vs ZCMD
-100.0%
+403.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.7% |
| 7D | +5.9% | -7.7% | +13.6% | +6.1% |
| 30D | -10.9% | -34.8% | +23.9% | -10.2% |
| 3M | -4.5% | -56.3% | +51.8% | -3.4% |
| 6M | -1.0% | -99.7% | +98.7% | +7.9% |
| YTD | +74.7% | -99.9% | +174.6% | +95.2% |
| 1Y | +65.8% | -99.9% | +165.7% | +87.4% |
| 3Y | +73.2% | -100.0% | +173.2% | +116.0% |
| 5Y | +155.6% | -100.0% | +255.6% | +230.8% |
| All | +303.1% | -100.0% | +403.1% | +794.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling