-100.0%
ZCMD vs CASY
+334.3%
-434.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | -8.0% | +0.1% | -8.1% | -8.0% |
| 30D | -27.9% | -11.3% | -16.5% | -26.7% |
| 3M | -74.6% | -0.6% | -73.9% | -74.7% |
| 6M | -99.5% | +10.7% | -110.2% | -99.5% |
| YTD | -99.7% | +37.1% | -136.9% | -99.8% |
| 1Y | -99.9% | +52.3% | -152.2% | -99.9% |
| 3Y | -100.0% | +215.2% | -315.2% | -100.0% |
| 5Y | -100.0% | +276.5% | -376.5% | -100.0% |
| All | -100.0% | +334.3% | -434.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling