+25.1%
BROS vs ZCMD
-100.0%
+125.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -13.5% | -21.6% | +8.1% | -13.6% |
| 3M | -18.4% | -67.4% | +48.9% | -17.1% |
| 6M | -10.6% | -99.4% | +88.9% | -9.5% |
| YTD | -25.1% | -99.7% | +74.7% | -24.3% |
| 1Y | -28.6% | -99.9% | +71.2% | -28.1% |
| 3Y | +65.6% | -100.0% | +165.6% | +63.6% |
| All | +25.1% | -100.0% | +125.1% | +36.9% |
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 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