-100.0%
ZCMD vs CASY
+274.3%
-374.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | 0.0% |
| 7D | -1.4% | -4.4% | +3.0% | -0.7% |
| 30D | -21.6% | -12.0% | -9.5% | -19.7% |
| 3M | -67.4% | -2.3% | -65.0% | -67.6% |
| 6M | -99.4% | +10.5% | -110.0% | -99.4% |
| YTD | -99.7% | +33.0% | -132.8% | -99.8% |
| 1Y | -99.9% | +41.1% | -141.0% | -99.9% |
| 3Y | -100.0% | +207.5% | -307.5% | -100.0% |
| 5Y | -100.0% | +290.7% | -390.7% | -100.0% |
| All | -100.0% | +274.3% | -374.3% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling