-10.4%
BURL vs ZCMD
-99.9%
+89.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.9% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | -4.4% | -29.9% | +25.4% | -4.3% |
| 3M | -28.6% | -54.9% | +26.3% | -28.4% |
| 6M | -12.3% | -99.7% | +87.4% | -7.8% |
| YTD | -11.3% | -99.9% | +88.6% | -5.9% |
| 1Y | -10.4% | -99.9% | +89.5% | -3.9% |
| All | -10.4% | -99.9% | +89.5% | -3.9% |
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