-28.3%
BABA vs ZCMD
-100.0%
+71.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | +11.6% | -4.4% | +16.0% | +11.7% |
| 30D | +2.3% | -43.0% | +45.3% | +3.3% |
| 3M | -13.7% | -54.9% | +41.2% | -12.7% |
| 6M | -21.9% | -99.8% | +77.9% | -14.4% |
| YTD | -24.6% | -99.9% | +75.2% | -16.8% |
| 1Y | -34.1% | -99.9% | +65.8% | -26.5% |
| 3Y | +36.3% | -100.0% | +136.2% | +65.1% |
| All | -28.3% | -100.0% | +71.7% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling