+28.3%
ALL vs ZCMD
-99.9%
+128.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -4.3% | -2.0% | -2.3% | -4.3% |
| 30D | -3.6% | -19.8% | +16.2% | -3.7% |
| 3M | +13.2% | -62.1% | +75.3% | +13.7% |
| 6M | +22.5% | -99.5% | +122.0% | +22.8% |
| YTD | +22.7% | -99.7% | +122.5% | +23.2% |
| 1Y | +28.3% | -99.9% | +128.2% | +34.1% |
| All | +28.3% | -99.9% | +128.2% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling