+66.0%
CVE vs ZCMD
-99.9%
+165.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.6% |
| 7D | -16.1% | -4.4% | -11.7% | -16.1% |
| 30D | -10.4% | -43.0% | +32.6% | -10.2% |
| 3M | -2.4% | -54.9% | +52.5% | -2.2% |
| 6M | -4.4% | -99.8% | +95.3% | -0.2% |
| YTD | +64.9% | -99.9% | +164.8% | +73.9% |
| 1Y | +66.0% | -99.9% | +165.9% | +75.5% |
| All | +66.0% | -99.9% | +165.9% | +75.5% |
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