-66.5%
BAX vs ZCMD
-100.0%
+33.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.0% |
| 7D | -1.1% | -8.0% | +6.9% | -1.1% |
| 30D | -5.5% | -27.9% | +22.4% | -5.4% |
| 3M | +33.5% | -74.6% | +108.1% | +33.9% |
| 6M | +35.9% | -99.5% | +135.3% | +40.9% |
| YTD | +35.4% | -99.7% | +135.1% | +41.5% |
| 1Y | +9.8% | -99.9% | +109.6% | +15.7% |
| 3Y | -32.7% | -100.0% | +67.3% | -26.4% |
| 5Y | -65.6% | -100.0% | +34.4% | -62.2% |
| All | -66.5% | -100.0% | +33.5% | -61.1% |
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