-14.2%
BURL vs ZCMD
-99.9%
+85.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -3.6% |
| 7D | -1.6% | -7.7% | +6.1% | -1.5% |
| 30D | -7.7% | -34.8% | +27.0% | -7.6% |
| 3M | -31.7% | -56.3% | +24.7% | -31.4% |
| 6M | -15.2% | -99.7% | +84.5% | -10.7% |
| YTD | -15.9% | -99.9% | +83.9% | -10.7% |
| 1Y | -14.2% | -99.9% | +85.7% | -7.9% |
| All | -14.2% | -99.9% | +85.7% | -7.9% |
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 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