+150.1%
ALL vs ZCMD
-100.0%
+250.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | +0.1% |
| 7D | -2.2% | -4.1% | +1.9% | -2.2% |
| 30D | -5.6% | -22.7% | +17.1% | -5.7% |
| 3M | +17.2% | -62.5% | +79.7% | +17.6% |
| 6M | +23.2% | -99.5% | +122.7% | +24.5% |
| YTD | +23.6% | -99.7% | +123.3% | +25.1% |
| 1Y | +29.2% | -99.9% | +129.1% | +31.2% |
| All | +150.1% | -100.0% | +250.1% | +156.0% |
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