+30.9%
A vs ZCMD
-100.0%
+130.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.4% |
| 7D | -4.4% | -4.1% | -0.3% | -4.4% |
| 30D | -2.7% | -22.7% | +20.0% | -2.8% |
| 3M | +7.0% | -62.5% | +69.5% | +7.3% |
| 6M | +24.6% | -99.5% | +124.1% | +21.6% |
| YTD | +7.0% | -99.7% | +106.8% | +5.3% |
| 1Y | +15.6% | -99.9% | +115.5% | +14.4% |
| All | +30.9% | -100.0% | +130.9% | +31.2% |
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