+21.3%
AR vs ZCMD
-99.9%
+121.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | +2.5% | -8.0% | +10.5% | +2.5% |
| 30D | +14.8% | -27.9% | +42.7% | +14.9% |
| 3M | +6.2% | -74.6% | +80.8% | +6.7% |
| 6M | +4.3% | -99.5% | +103.7% | +6.2% |
| YTD | +14.4% | -99.7% | +114.1% | +18.9% |
| 1Y | +21.3% | -99.9% | +121.2% | +30.0% |
| All | +21.3% | -99.9% | +121.2% | +30.0% |
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 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