+20.2%
ALB vs ZCMD
-100.0%
+120.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -1.1% |
| 7D | -3.6% | -2.9% | -0.7% | -3.5% |
| 30D | -2.9% | -28.5% | +25.6% | -2.4% |
| 3M | -25.8% | -56.5% | +30.7% | -25.1% |
| 6M | -53.6% | -99.7% | +46.1% | -50.7% |
| YTD | -32.4% | -99.9% | +67.5% | -27.3% |
| 1Y | -13.0% | -99.9% | +86.9% | -6.1% |
| 3Y | -15.0% | -100.0% | +85.0% | -2.3% |
| 5Y | -63.5% | -100.0% | +36.5% | -56.9% |
| All | +20.2% | -100.0% | +120.2% | +57.9% |
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