-100.0%
ZCMD vs CLBK
+50.6%
-150.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.1% |
| 7D | -5.4% | -1.5% | -4.0% | -5.4% |
| 30D | -24.8% | -1.0% | -23.8% | -24.7% |
| 3M | -62.8% | +22.9% | -85.7% | -63.4% |
| 6M | -99.5% | +44.2% | -143.7% | -99.5% |
| YTD | -99.8% | +64.0% | -163.7% | -99.8% |
| 1Y | -99.9% | +65.7% | -165.6% | -99.9% |
| 3Y | -100.0% | +54.1% | -154.0% | -100.0% |
| 5Y | -100.0% | +44.7% | -144.7% | -100.0% |
| All | -100.0% | +50.6% | -150.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling