-5.3%
BURL vs ZCMD
-99.9%
+94.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.0% | +10.7% | +7.7% |
| 7D | +10.4% | -13.3% | +23.7% | +10.5% |
| 30D | -4.9% | -49.6% | +44.7% | -4.7% |
| 3M | -29.8% | -54.6% | +24.9% | -29.5% |
| 6M | -16.5% | -99.8% | +83.3% | -12.2% |
| YTD | -10.5% | -99.9% | +89.3% | -5.2% |
| 1Y | -5.3% | -99.9% | +94.6% | -1.4% |
| All | -5.3% | -99.9% | +94.6% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling