+66.9%
BROS vs ZCMD
-100.0%
+166.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.0% |
| 7D | -6.6% | -4.1% | -2.5% | -6.6% |
| 30D | -12.3% | -22.7% | +10.4% | -12.5% |
| 3M | -22.2% | -62.5% | +40.3% | -20.8% |
| 6M | -14.3% | -99.5% | +85.2% | -13.4% |
| YTD | -26.6% | -99.7% | +73.2% | -26.0% |
| 1Y | -31.5% | -99.9% | +68.4% | -31.3% |
| All | +66.9% | -100.0% | +166.9% | +57.4% |
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