-100.0%
ZCMD vs CLBK
+51.9%
-151.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | -21.6% | +7.8% | -29.3% | -21.8% |
| 3M | -67.4% | +23.9% | -91.2% | -67.9% |
| 6M | -99.4% | +42.3% | -141.8% | -99.5% |
| YTD | -99.7% | +65.4% | -165.1% | -99.8% |
| 1Y | -99.9% | +70.3% | -170.2% | -99.9% |
| 3Y | -100.0% | +54.5% | -154.4% | -100.0% |
| 5Y | -100.0% | +43.1% | -143.1% | -100.0% |
| All | -100.0% | +51.9% | -151.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CLBK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling