+300.4%
CVE vs ZCMD
-100.0%
+400.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.8% |
| 7D | +4.6% | -2.9% | +7.6% | +4.7% |
| 30D | -12.0% | -28.5% | +16.5% | -11.5% |
| 3M | -3.8% | -56.5% | +52.8% | -2.6% |
| 6M | -2.7% | -99.7% | +96.9% | +5.9% |
| YTD | +73.6% | -99.9% | +173.5% | +93.8% |
| 1Y | +62.0% | -99.9% | +161.9% | +83.0% |
| 3Y | +72.7% | -100.0% | +172.7% | +115.9% |
| 5Y | +153.9% | -100.0% | +253.9% | +228.5% |
| All | +300.4% | -100.0% | +400.4% | +788.2% |
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