+39.2%
BKR vs ZCMD
-99.9%
+139.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.5% | -0.2% |
| 7D | +1.7% | -8.0% | +9.8% | +1.8% |
| 30D | +3.3% | -27.9% | +31.2% | +3.6% |
| 3M | -3.6% | -74.6% | +71.0% | -3.5% |
| 6M | +5.0% | -99.5% | +104.5% | +8.3% |
| YTD | +40.9% | -99.7% | +140.7% | +47.3% |
| 1Y | +39.2% | -99.9% | +139.1% | +47.4% |
| All | +39.2% | -99.9% | +139.1% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling