+22.2%
A vs ZCMD
-99.9%
+122.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +0.9% |
| 7D | -2.4% | -13.3% | +10.9% | -2.5% |
| 30D | +3.6% | -49.6% | +53.2% | +2.8% |
| 3M | +27.5% | -54.6% | +82.1% | +26.5% |
| 6M | +58.5% | -99.8% | +158.2% | +39.5% |
| YTD | +31.2% | -99.9% | +131.0% | +17.5% |
| 1Y | +22.2% | -99.9% | +122.1% | +13.8% |
| All | +22.2% | -99.9% | +122.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling