-62.2%
ADBE vs ZCMD
-100.0%
+37.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.4% |
| 7D | -12.9% | -2.0% | -10.9% | -12.9% |
| 30D | -5.6% | -19.8% | +14.2% | -5.8% |
| 3M | +6.6% | -62.1% | +68.7% | +7.4% |
| 6M | -9.6% | -99.5% | +89.9% | -8.5% |
| YTD | -28.9% | -99.7% | +70.8% | -27.6% |
| 1Y | -28.9% | -99.9% | +70.9% | -27.3% |
| 3Y | -55.6% | -100.0% | +44.4% | -53.2% |
| 5Y | -62.2% | -100.0% | +37.8% | -59.5% |
| All | -62.2% | -100.0% | +37.8% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling