+91.7%
BKNG vs ZCMD
-100.0%
+191.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.5% |
| 7D | -10.7% | -2.0% | -8.6% | -10.7% |
| 30D | -18.1% | -19.8% | +1.7% | -18.1% |
| 3M | +8.5% | -62.1% | +70.6% | +8.9% |
| 6M | -0.1% | -99.5% | +99.4% | +2.2% |
| YTD | -18.2% | -99.7% | +81.5% | -16.2% |
| 1Y | -19.9% | -99.9% | +80.0% | -18.0% |
| 3Y | +41.6% | -100.0% | +141.6% | +47.2% |
| All | +91.7% | -100.0% | +191.7% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling