+47.1%
AR vs ZCMD
-100.0%
+147.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.3% |
| 7D | +6.4% | -2.9% | +9.3% | +6.4% |
| 30D | +3.1% | -28.5% | +31.6% | +3.2% |
| 3M | +3.3% | -56.5% | +59.8% | +3.5% |
| 6M | +6.6% | -99.7% | +106.2% | +7.0% |
| YTD | +12.3% | -99.9% | +112.2% | +13.2% |
| 1Y | +12.3% | -99.9% | +112.2% | +13.2% |
| All | +47.1% | -100.0% | +147.1% | +42.7% |
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