+54.4%
CVS vs ZCMD
-100.0%
+154.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.4% | -0.7% |
| 7D | -2.2% | -5.4% | +3.3% | -2.2% |
| 30D | -0.1% | -24.8% | +24.7% | -0.2% |
| 3M | -5.2% | -62.8% | +57.6% | -4.3% |
| 6M | +26.9% | -99.5% | +126.4% | +28.4% |
| YTD | +22.1% | -99.8% | +121.8% | +23.5% |
| 1Y | +30.8% | -99.9% | +130.7% | +32.3% |
| 3Y | +54.4% | -100.0% | +154.4% | +60.1% |
| All | +54.4% | -100.0% | +154.4% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling