+2,288.5%
AR vs ZCMD
-100.0%
+2,388.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.7% |
| 7D | +2.5% | -8.0% | +10.5% | +2.6% |
| 30D | +14.8% | -27.9% | +42.7% | +15.2% |
| 3M | +6.2% | -74.6% | +80.8% | +6.2% |
| 6M | +4.3% | -99.5% | +103.7% | +9.4% |
| YTD | +14.4% | -99.7% | +114.1% | +22.0% |
| 1Y | +21.3% | -99.9% | +121.2% | +31.3% |
| 3Y | +39.8% | -100.0% | +139.8% | +62.7% |
| 5Y | +142.1% | -100.0% | +242.1% | +183.5% |
| All | +2,288.5% | -100.0% | +2,388.5% | +3,266.0% |
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