+38.0%
ALLE vs ZCMD
-100.0%
+138.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.0% |
| 7D | -0.2% | -8.0% | +7.8% | -0.2% |
| 30D | -6.8% | -27.9% | +21.1% | -6.6% |
| 3M | +21.0% | -74.6% | +95.6% | +19.9% |
| 6M | +1.1% | -99.5% | +100.6% | +5.8% |
| YTD | -0.5% | -99.7% | +99.2% | +5.6% |
| 1Y | -7.3% | -99.9% | +92.6% | 0.0% |
| 3Y | +42.3% | -100.0% | +142.2% | +58.2% |
| 5Y | +13.5% | -100.0% | +113.5% | +26.4% |
| All | +38.0% | -100.0% | +138.0% | +60.0% |
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 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