+97.9%
BAC vs ZCMD
-100.0%
+197.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.0% |
| 7D | +3.2% | -7.7% | +10.9% | +3.3% |
| 30D | -0.7% | -34.8% | +34.1% | -0.6% |
| 3M | -20.0% | -56.3% | +36.3% | -19.8% |
| 6M | +3.4% | -99.7% | +103.1% | +5.2% |
| YTD | -5.7% | -99.9% | +94.1% | -3.5% |
| 1Y | -1.4% | -99.9% | +98.5% | +1.2% |
| 3Y | +97.9% | -100.0% | +197.9% | +107.3% |
| All | +97.9% | -100.0% | +197.9% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling