+50.4%
BRO vs ZCMD
-100.0%
+150.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | -0.2% |
| 7D | -7.3% | -5.4% | -1.9% | -7.3% |
| 30D | -6.9% | -24.8% | +17.9% | -6.9% |
| 3M | +10.7% | -62.8% | +73.5% | +11.0% |
| 6M | -2.7% | -99.5% | +96.8% | +0.8% |
| YTD | -16.3% | -99.8% | +83.4% | -12.7% |
| 1Y | -29.1% | -99.9% | +70.8% | -25.4% |
| 3Y | -7.8% | -100.0% | +92.2% | -1.4% |
| 5Y | +18.7% | -100.0% | +118.7% | +27.1% |
| All | +50.4% | -100.0% | +150.4% | +68.6% |
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 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