-66.6%
BAX vs ZCMD
-100.0%
+33.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +0.1% | -7.7% | +7.8% | +0.1% |
| 30D | +4.1% | -34.8% | +38.9% | +4.2% |
| 3M | -4.5% | -56.3% | +51.8% | -4.4% |
| 6M | +49.2% | -99.7% | +148.9% | +55.0% |
| YTD | +35.2% | -99.9% | +135.1% | +41.5% |
| 1Y | +38.3% | -99.9% | +138.2% | +45.3% |
| 3Y | -19.0% | -100.0% | +81.0% | -11.8% |
| 5Y | -64.2% | -100.0% | +35.8% | -60.5% |
| All | -66.6% | -100.0% | +33.4% | -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