-43.4%
BABA vs ZCMD
-100.0%
+56.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | -13.7% | -54.9% | +41.2% | -12.4% |
| 6M | -21.9% | -99.8% | +77.9% | -12.4% |
| YTD | -24.6% | -99.9% | +75.2% | -14.6% |
| 1Y | -34.1% | -99.9% | +65.8% | -24.3% |
| 3Y | +36.3% | -100.0% | +136.2% | +71.5% |
| 5Y | -26.7% | -100.0% | +73.3% | -4.6% |
| All | -43.4% | -100.0% | +56.6% | -24.8% |
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