+159.5%
CVE vs ZCMD
-100.0%
+259.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.7% |
| 7D | +5.9% | -7.7% | +13.6% | +6.0% |
| 30D | -10.9% | -34.8% | +23.9% | -10.7% |
| 3M | -4.5% | -56.3% | +51.8% | -4.3% |
| 6M | -1.0% | -99.7% | +98.7% | +0.8% |
| YTD | +74.7% | -99.9% | +174.6% | +78.7% |
| 1Y | +65.8% | -99.9% | +165.7% | +69.9% |
| 3Y | +73.2% | -100.0% | +173.2% | +75.7% |
| All | +159.5% | -100.0% | +259.5% | +174.3% |
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 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