-100.0%
ZCMD vs CLBK
+41.1%
-141.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.0% |
| 7D | -4.1% | -1.5% | -2.7% | -4.1% |
| 30D | -22.7% | +6.7% | -29.4% | -22.7% |
| 3M | -62.5% | +21.2% | -83.7% | -62.9% |
| 6M | -99.5% | +42.0% | -141.4% | -99.5% |
| YTD | -99.7% | +63.3% | -163.0% | -99.7% |
| 1Y | -99.9% | +65.4% | -165.3% | -99.9% |
| 3Y | -100.0% | +52.5% | -152.5% | -100.0% |
| All | -100.0% | +41.1% | -141.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling