+68.7%
BR vs ZCMD
-100.0%
+168.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -6.0% | -2.0% | -3.9% | -6.0% |
| 30D | -0.9% | -19.8% | +19.0% | -0.9% |
| 3M | +16.4% | -62.1% | +78.4% | +16.3% |
| 6M | -8.2% | -99.5% | +91.3% | -7.1% |
| YTD | -23.2% | -99.7% | +76.5% | -21.8% |
| 1Y | -30.9% | -99.9% | +69.0% | -29.1% |
| 3Y | -5.0% | -100.0% | +95.0% | +0.1% |
| 5Y | +8.8% | -100.0% | +108.8% | +14.8% |
| All | +68.7% | -100.0% | +168.7% | +90.0% |
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 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