+279.1%
BKR vs ZCMD
-100.0%
+379.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.6% |
| 7D | -6.7% | -2.0% | -4.6% | -6.6% |
| 30D | -8.3% | -19.8% | +11.5% | -8.1% |
| 3M | -5.4% | -62.1% | +56.7% | -6.6% |
| 6M | +0.8% | -99.5% | +100.3% | +6.9% |
| YTD | +31.8% | -99.7% | +131.6% | +41.9% |
| 1Y | +28.6% | -99.9% | +128.5% | +40.9% |
| 3Y | +71.2% | -100.0% | +171.2% | +100.8% |
| 5Y | +179.2% | -100.0% | +279.2% | +227.8% |
| All | +279.1% | -100.0% | +379.1% | +446.7% |
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