-99.9%
ZCMD vs CAI
-8.1%
-91.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.7% |
| 7D | -1.4% | +0.2% | -1.6% | -1.3% |
| 30D | -21.6% | +9.1% | -30.7% | -19.4% |
| 3M | -67.4% | +53.8% | -121.1% | -62.8% |
| 6M | -99.4% | +33.5% | -133.0% | -99.3% |
| YTD | -99.7% | -8.0% | -91.7% | -99.7% |
| 1Y | -99.9% | -28.7% | -71.2% | -99.9% |
| All | -99.9% | -8.1% | -91.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling