+137.4%
BAC vs ZCMD
-100.0%
+237.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.7% | 0.0% |
| 7D | +1.1% | -8.0% | +9.1% | +1.2% |
| 30D | -0.4% | -27.9% | +27.5% | -0.1% |
| 3M | +16.9% | -74.6% | +91.5% | +16.3% |
| 6M | +26.6% | -99.5% | +126.1% | +31.7% |
| YTD | +15.8% | -99.7% | +115.5% | +22.1% |
| 1Y | +27.2% | -99.9% | +127.1% | +35.7% |
| 3Y | +132.4% | -100.0% | +232.4% | +159.8% |
| 5Y | +72.6% | -100.0% | +172.6% | +93.4% |
| All | +137.4% | -100.0% | +237.4% | +213.6% |
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