-54.9%
ADBE vs ZCMD
-100.0%
+45.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | -8.9% | -4.1% | -4.8% | -9.0% |
| 30D | -6.6% | -22.7% | +16.1% | -6.9% |
| 3M | +7.1% | -62.5% | +69.6% | +8.2% |
| 6M | -9.8% | -99.5% | +89.7% | -10.2% |
| YTD | -27.2% | -99.7% | +72.6% | -27.3% |
| 1Y | -28.0% | -99.9% | +71.9% | -28.2% |
| All | -54.9% | -100.0% | +45.1% | -54.2% |
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