+91.7%
ADP vs ZCMD
-100.0%
+191.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -2.1% |
| 7D | -3.4% | -8.0% | +4.6% | -3.5% |
| 30D | +2.8% | -27.9% | +30.7% | +2.7% |
| 3M | +20.9% | -74.6% | +95.5% | +21.3% |
| 6M | +29.9% | -99.5% | +129.3% | +32.7% |
| YTD | +9.6% | -99.7% | +109.4% | +12.9% |
| 1Y | -5.3% | -99.9% | +94.6% | -1.9% |
| 3Y | +16.5% | -100.0% | +116.5% | +23.6% |
| 5Y | +49.4% | -100.0% | +149.4% | +58.9% |
| All | +91.7% | -100.0% | +191.7% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling