+94.8%
BN vs ZCMD
-100.0%
+194.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.6% |
| 7D | -1.0% | -7.7% | +6.7% | -1.0% |
| 30D | +14.0% | -34.8% | +48.7% | +14.1% |
| 3M | -9.0% | -56.3% | +47.3% | -8.8% |
| 6M | -8.8% | -99.7% | +90.8% | -6.5% |
| YTD | -10.3% | -99.9% | +89.6% | -7.4% |
| 1Y | -5.8% | -99.9% | +94.1% | -2.7% |
| 3Y | +94.8% | -100.0% | +194.8% | +97.6% |
| All | +94.8% | -100.0% | +194.8% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling