-40.4%
BABA vs ZCMD
-99.9%
+59.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | -13.8% | -7.7% | -6.1% | -13.7% |
| 30D | -15.1% | -34.8% | +19.7% | -14.8% |
| 3M | -22.7% | -56.3% | +33.6% | -22.2% |
| 6M | -34.7% | -99.7% | +65.0% | -30.4% |
| YTD | -35.0% | -99.9% | +64.8% | -30.7% |
| 1Y | -40.4% | -99.9% | +59.5% | -39.2% |
| All | -40.4% | -99.9% | +59.5% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling