+160.9%
ALL vs ZCMD
-100.0%
+260.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.8% | +6.7% | +2.9% |
| 7D | -0.1% | -3.0% | +2.9% | -0.2% |
| 30D | +13.8% | -39.5% | +53.3% | +13.7% |
| 3M | -2.8% | -57.8% | +55.0% | -2.8% |
| 6M | +23.7% | -99.7% | +123.3% | +27.0% |
| YTD | +27.3% | -99.9% | +127.1% | +31.6% |
| 1Y | +30.5% | -99.9% | +130.4% | +35.5% |
| 3Y | +113.0% | -100.0% | +213.0% | +127.7% |
| 5Y | +157.6% | -100.0% | +257.6% | +177.8% |
| All | +160.9% | -100.0% | +260.9% | +224.1% |
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 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