-3.5%
BRO vs ZCMD
-99.9%
+96.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +9.9% | -12.9% | +22.8% | +9.7% |
| 30D | +22.3% | -45.3% | +67.6% | +21.2% |
| 3M | +5.3% | -59.4% | +64.8% | +4.2% |
| 6M | +30.3% | -99.8% | +130.1% | +33.2% |
| YTD | -5.7% | -99.9% | +94.1% | -2.5% |
| 1Y | -3.5% | -99.9% | +96.4% | +1.9% |
| All | -3.5% | -99.9% | +96.4% | +1.9% |
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