+150.1%
B vs ZCMD
-100.0%
+250.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -2.2% |
| 7D | -1.6% | -8.0% | +6.4% | -1.5% |
| 30D | +9.4% | -27.9% | +37.3% | +9.9% |
| 3M | +5.0% | -74.6% | +79.6% | +4.6% |
| 6M | -3.5% | -99.5% | +95.9% | -0.2% |
| YTD | +4.5% | -99.7% | +104.2% | +9.4% |
| 1Y | +67.8% | -99.9% | +167.7% | +77.8% |
| 3Y | +196.7% | -100.0% | +296.7% | +229.2% |
| 5Y | +151.9% | -100.0% | +251.9% | +181.6% |
| All | +150.1% | -100.0% | +250.1% | +208.7% |
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 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