+56.6%
BRKR vs ZCMD
-99.9%
+156.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.6% |
| 7D | +7.4% | -4.4% | +11.8% | +7.4% |
| 30D | +2.7% | -43.0% | +45.6% | +2.3% |
| 3M | +19.7% | -54.9% | +74.5% | +19.1% |
| 6M | +45.2% | -99.8% | +144.9% | +28.3% |
| YTD | +30.6% | -99.9% | +130.4% | +16.8% |
| 1Y | +56.6% | -99.9% | +156.5% | +47.8% |
| All | +56.6% | -99.9% | +156.5% | +47.8% |
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