+65.5%
A vs ZCMD
-100.0%
+165.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.5% |
| 7D | -0.5% | -7.7% | +7.2% | -0.5% |
| 30D | 0.0% | -34.8% | +34.8% | -0.2% |
| 3M | +16.7% | -56.3% | +73.0% | +16.2% |
| 6M | +54.8% | -99.7% | +154.5% | +50.4% |
| YTD | +28.8% | -99.9% | +128.7% | +26.3% |
| 1Y | +19.3% | -99.9% | +119.2% | +17.3% |
| 3Y | +65.5% | -100.0% | +165.5% | +65.4% |
| All | +65.5% | -100.0% | +165.5% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling