-66.7%
BAX vs ZCMD
-100.0%
+33.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -2.3% |
| 7D | +0.4% | -2.9% | +3.3% | +0.4% |
| 30D | +3.4% | -28.5% | +31.9% | +3.5% |
| 3M | -4.5% | -56.5% | +52.1% | -4.3% |
| 6M | +44.0% | -99.7% | +143.7% | +49.5% |
| YTD | +34.9% | -99.9% | +134.7% | +41.1% |
| 1Y | +37.9% | -99.9% | +137.8% | +44.9% |
| 3Y | -17.1% | -100.0% | +82.9% | -9.6% |
| 5Y | -64.3% | -100.0% | +35.7% | -60.6% |
| All | -66.7% | -100.0% | +33.3% | -61.2% |
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