+48.0%
BAX vs ZCMD
-99.9%
+147.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.0% |
| 7D | +4.1% | -13.3% | +17.4% | +4.0% |
| 30D | +9.4% | -49.6% | +59.0% | +9.1% |
| 3M | -6.5% | -54.6% | +48.1% | -6.7% |
| 6M | +59.6% | -99.8% | +159.4% | +69.1% |
| YTD | +38.9% | -99.9% | +138.7% | +46.8% |
| 1Y | +48.0% | -99.9% | +147.9% | +67.4% |
| All | +48.0% | -99.9% | +147.9% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling