+111.5%
B vs ZCMD
-100.0%
+211.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -3.1% |
| 7D | -6.2% | -2.9% | -3.3% | -6.1% |
| 30D | -6.6% | -28.5% | +21.8% | -6.2% |
| 3M | -7.9% | -56.5% | +48.7% | -6.9% |
| 6M | -16.8% | -99.7% | +82.9% | -13.3% |
| YTD | -11.7% | -99.9% | +88.2% | -6.7% |
| 1Y | +3.5% | -99.9% | +103.4% | +9.9% |
| 3Y | +165.7% | -100.0% | +265.7% | +195.5% |
| 5Y | +108.4% | -100.0% | +208.4% | +136.4% |
| All | +111.5% | -100.0% | +211.5% | +163.1% |
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