+366.1%
ARES vs ZCMD
-100.0%
+466.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.9% |
| 7D | -1.7% | -8.0% | +6.3% | -1.6% |
| 30D | +0.3% | -27.9% | +28.2% | +0.5% |
| 3M | +8.5% | -74.6% | +83.1% | +7.5% |
| 6M | +23.5% | -99.5% | +122.9% | +27.6% |
| YTD | -11.2% | -99.7% | +88.5% | -6.8% |
| 1Y | -19.3% | -99.9% | +80.6% | -14.4% |
| 3Y | +48.7% | -100.0% | +148.6% | +66.5% |
| 5Y | +106.5% | -100.0% | +206.5% | +132.6% |
| All | +366.1% | -100.0% | +466.1% | +511.3% |
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