-99.9%
ZCMD vs CAI
-31.3%
-68.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -4.1% |
| 7D | -8.0% | -2.2% | -5.8% | -8.7% |
| 30D | -27.9% | +52.4% | -80.3% | -16.9% |
| 3M | -74.6% | +45.1% | -119.7% | -70.5% |
| 6M | -99.5% | +26.2% | -125.7% | -99.3% |
| YTD | -99.7% | -7.1% | -92.7% | -99.7% |
| 1Y | -99.9% | -31.0% | -68.9% | -99.8% |
| All | -99.9% | -31.3% | -68.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling