+82.7%
CVS vs ZCMD
-100.0%
+182.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | -2.0% | -2.0% | +0.1% | -2.0% |
| 30D | +1.9% | -19.8% | +21.7% | +1.8% |
| 3M | -2.2% | -62.1% | +59.9% | -1.4% |
| 6M | +26.7% | -99.5% | +126.2% | +28.6% |
| YTD | +22.9% | -99.7% | +122.6% | +24.9% |
| 1Y | +32.9% | -99.9% | +132.8% | +35.3% |
| 3Y | +62.3% | -100.0% | +162.3% | +66.4% |
| 5Y | +34.2% | -100.0% | +134.2% | +37.5% |
| All | +82.7% | -100.0% | +182.7% | +95.2% |
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 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