-26.0%
BIDU vs ZCMD
-100.0%
+74.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.7% |
| 7D | -2.4% | -4.1% | +1.7% | -2.3% |
| 30D | -16.0% | -22.7% | +6.8% | -15.4% |
| 3M | -24.0% | -62.5% | +38.5% | -26.3% |
| 6M | -24.9% | -99.5% | +74.6% | -14.5% |
| YTD | -29.6% | -99.7% | +70.2% | -16.5% |
| 1Y | -15.2% | -99.9% | +84.7% | +5.8% |
| 3Y | -32.2% | -100.0% | +67.8% | -3.7% |
| 5Y | -43.8% | -100.0% | +56.2% | -18.6% |
| All | -26.0% | -100.0% | +74.0% | +26.5% |
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