+84.2%
CVS vs ZCMD
-100.0%
+184.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +0.4% | -21.6% | +22.0% | +0.3% |
| 3M | -0.4% | -67.4% | +66.9% | +0.3% |
| 6M | +25.1% | -99.4% | +124.6% | +27.0% |
| YTD | +23.9% | -99.7% | +123.6% | +25.9% |
| 1Y | +41.1% | -99.9% | +141.0% | +43.6% |
| 3Y | +63.6% | -100.0% | +163.6% | +67.7% |
| 5Y | +31.5% | -100.0% | +131.5% | +34.7% |
| All | +84.2% | -100.0% | +184.2% | +96.7% |
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