+234.8%
BHP vs ZCMD
-100.0%
+334.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +4.0% | -21.6% | +25.5% | +4.3% |
| 3M | +12.3% | -67.4% | +79.7% | +11.3% |
| 6M | +30.8% | -99.4% | +130.3% | +37.7% |
| YTD | +58.8% | -99.7% | +158.5% | +70.0% |
| 1Y | +76.8% | -99.9% | +176.7% | +92.4% |
| 3Y | +87.5% | -100.0% | +187.5% | +119.2% |
| 5Y | +123.9% | -100.0% | +223.9% | +163.4% |
| All | +234.8% | -100.0% | +334.8% | +406.7% |
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