+2,252.3%
BE vs ZCMD
-100.0%
+2,352.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.7% | +11.1% | +7.5% |
| 7D | +20.0% | -8.0% | +28.0% | +20.2% |
| 30D | +7.9% | -27.9% | +35.8% | +8.7% |
| 3M | -13.2% | -74.6% | +61.4% | -14.2% |
| 6M | +53.5% | -99.5% | +152.9% | +62.9% |
| YTD | +191.0% | -99.7% | +290.8% | +215.1% |
| 1Y | +360.5% | -99.9% | +460.4% | +407.3% |
| 3Y | +1,568.0% | -100.0% | +1,668.0% | +1,946.7% |
| 5Y | +1,055.2% | -100.0% | +1,155.2% | +1,330.0% |
| All | +2,252.3% | -100.0% | +2,352.3% | +3,311.0% |
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