+1,686.0%
BE vs ZCMD
-100.0%
+1,786.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.8% |
| 7D | +10.8% | -7.7% | +18.5% | +11.1% |
| 30D | -19.8% | -34.8% | +15.0% | -18.8% |
| 3M | -18.7% | -56.3% | +37.6% | -17.0% |
| 6M | -33.7% | -99.7% | +65.9% | -28.5% |
| YTD | +121.0% | -99.9% | +220.8% | +143.4% |
| 1Y | +85.4% | -99.9% | +185.3% | +106.1% |
| 3Y | +1,709.5% | -100.0% | +1,809.5% | +2,123.0% |
| 5Y | +462.2% | -100.0% | +562.2% | +621.0% |
| All | +1,686.0% | -100.0% | +1,786.0% | +2,535.0% |
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