+232.4%
CVNA vs ZCMD
-100.0%
+332.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.1% | +5.5% | -1.4% |
| 7D | -7.3% | -5.4% | -1.9% | -7.2% |
| 30D | -4.6% | -24.8% | +20.2% | -4.1% |
| 3M | +2.0% | -62.8% | +64.8% | -0.5% |
| 6M | +11.7% | -99.5% | +111.3% | +26.0% |
| YTD | -18.1% | -99.8% | +81.7% | -5.1% |
| 1Y | -2.4% | -99.9% | +97.5% | +17.6% |
| 3Y | +580.6% | -100.0% | +680.6% | +811.8% |
| 5Y | +4.9% | -100.0% | +104.9% | +40.8% |
| All | +232.4% | -100.0% | +332.4% | +564.0% |
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