-99.9%
ZCMD vs CASY
+22.7%
-122.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -14.2% | +18.3% | +7.1% |
| 7D | -4.1% | -16.5% | +12.4% | -0.5% |
| 30D | -22.7% | -26.4% | +3.7% | -15.7% |
| 3M | -62.5% | -17.3% | -45.2% | -62.5% |
| 6M | -99.5% | -5.2% | -94.2% | -99.4% |
| YTD | -99.7% | +14.1% | -113.8% | -99.8% |
| 1Y | -99.9% | +16.6% | -116.5% | -99.9% |
| All | -99.9% | +22.7% | -122.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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