-12.3%
BURL vs ZCMD
-99.9%
+87.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.7% |
| 7D | +0.4% | -2.9% | +3.4% | +0.5% |
| 30D | -4.3% | -28.5% | +24.1% | -4.2% |
| 3M | -28.8% | -56.5% | +27.8% | -28.5% |
| 6M | -12.8% | -99.7% | +86.9% | -8.3% |
| YTD | -12.8% | -99.9% | +87.1% | -7.5% |
| 1Y | -12.3% | -99.9% | +87.7% | -5.9% |
| All | -12.3% | -99.9% | +87.7% | -5.9% |
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