+48.5%
BB vs ZCMD
-100.0%
+148.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.5% |
| 7D | +1.8% | -4.1% | +6.0% | +1.9% |
| 30D | -12.2% | -22.7% | +10.5% | -12.2% |
| 3M | -12.3% | -62.5% | +50.2% | -11.8% |
| 6M | +122.7% | -99.5% | +222.2% | +126.4% |
| YTD | +104.5% | -99.7% | +204.2% | +109.6% |
| 1Y | +106.7% | -99.9% | +206.6% | +114.1% |
| All | +48.5% | -100.0% | +148.5% | +36.1% |
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 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