-99.9%
ZCMD vs CAI
-9.9%
-90.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -6.7% |
| 7D | -5.4% | -2.9% | -2.5% | -6.1% |
| 30D | -24.8% | +9.3% | -34.1% | -22.7% |
| 3M | -62.8% | +35.2% | -98.0% | -58.2% |
| 6M | -99.5% | +30.7% | -130.2% | -99.4% |
| YTD | -99.8% | -9.8% | -90.0% | -99.7% |
| 1Y | -99.9% | -28.9% | -71.1% | -99.9% |
| All | -99.9% | -9.9% | -90.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling