+159.4%
ALL vs ZCMD
-100.0%
+259.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.3% |
| 7D | 0.0% | -8.0% | +8.0% | 0.0% |
| 30D | -1.5% | -27.9% | +26.4% | -1.5% |
| 3M | +23.6% | -74.6% | +98.2% | +23.7% |
| 6M | +22.3% | -99.5% | +121.8% | +25.7% |
| YTD | +26.5% | -99.7% | +126.3% | +30.9% |
| 1Y | +27.0% | -99.9% | +126.9% | +32.6% |
| 3Y | +149.6% | -100.0% | +249.6% | +168.1% |
| 5Y | +118.1% | -100.0% | +218.1% | +134.4% |
| All | +159.4% | -100.0% | +259.4% | +222.5% |
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