+152.8%
BB vs ZCMD
-100.0%
+252.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.4% |
| 7D | +1.8% | -7.7% | +9.5% | +1.9% |
| 30D | +8.1% | -34.8% | +42.9% | +8.3% |
| 3M | -1.0% | -56.3% | +55.3% | -0.8% |
| 6M | +45.9% | -99.7% | +145.6% | +48.7% |
| YTD | +134.8% | -99.9% | +234.7% | +141.5% |
| 1Y | +104.6% | -99.9% | +204.5% | +111.4% |
| 3Y | +152.8% | -100.0% | +252.8% | +145.8% |
| All | +152.8% | -100.0% | +252.8% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling