-2.9%
ADSK vs ZCMD
-100.0%
+97.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.4% | +0.3% |
| 7D | -2.5% | -5.4% | +2.9% | -2.5% |
| 30D | -14.9% | -24.8% | +9.9% | -15.0% |
| 3M | +3.3% | -62.8% | +66.1% | +3.4% |
| 6M | -15.7% | -99.5% | +83.9% | -12.6% |
| YTD | -28.2% | -99.8% | +71.5% | -25.2% |
| 1Y | -34.5% | -99.9% | +65.4% | -31.2% |
| 3Y | -2.9% | -100.0% | +97.1% | +0.1% |
| All | -2.9% | -100.0% | +97.1% | +0.1% |
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