-41.5%
BABA vs ZCMD
-100.0%
+58.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.4% |
| 7D | -4.8% | -8.0% | +3.2% | -4.6% |
| 30D | -11.9% | -27.9% | +16.0% | -11.4% |
| 3M | -9.3% | -74.6% | +65.3% | -9.9% |
| 6M | -14.2% | -99.5% | +85.2% | -6.2% |
| YTD | -22.0% | -99.7% | +77.7% | -12.6% |
| 1Y | -12.7% | -99.9% | +87.2% | +0.6% |
| 3Y | +26.7% | -100.0% | +126.6% | +59.0% |
| 5Y | -29.3% | -100.0% | +70.7% | -9.7% |
| All | -41.5% | -100.0% | +58.5% | -23.0% |
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 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