+1,683.3%
BE vs ZCMD
-100.0%
+1,783.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -2.9% |
| 7D | +23.9% | -4.1% | +28.1% | +24.0% |
| 30D | +27.8% | -22.7% | +50.6% | +28.3% |
| 3M | +3.7% | -62.5% | +66.2% | +2.1% |
| 6M | +78.0% | -99.5% | +177.4% | +77.2% |
| YTD | +209.9% | -99.7% | +309.6% | +208.2% |
| 1Y | +389.6% | -99.9% | +489.5% | +384.6% |
| All | +1,683.3% | -100.0% | +1,783.3% | +1,633.9% |
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