+468.7%
BTSG vs ZCMD
-100.0%
+568.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | +5.7% | -1.4% | +7.1% | +5.7% |
| 30D | +0.2% | -21.6% | +21.8% | +0.2% |
| 3M | +5.6% | -67.4% | +73.0% | +5.9% |
| 6M | +50.8% | -99.4% | +150.2% | +51.6% |
| YTD | +67.0% | -99.7% | +166.8% | +67.9% |
| 1Y | +145.5% | -99.9% | +245.4% | +146.6% |
| All | +468.7% | -100.0% | +568.7% | +486.4% |
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