+23.3%
BTDR vs ZCMD
-100.0%
+123.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.7% | -2.7% |
| 7D | +14.8% | -4.1% | +18.9% | +14.8% |
| 30D | +41.8% | -22.7% | +64.5% | +41.9% |
| 3M | -29.2% | -62.5% | +33.3% | -28.8% |
| 6M | +66.2% | -99.5% | +165.6% | +63.6% |
| YTD | +10.0% | -99.7% | +109.7% | +8.5% |
| 1Y | -11.0% | -99.9% | +88.9% | -12.3% |
| 3Y | +6.9% | -100.0% | +106.9% | +5.8% |
| 5Y | +24.7% | -100.0% | +124.7% | +23.6% |
| All | +23.3% | -100.0% | +123.3% | +22.4% |
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 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