+64.2%
BURL vs ZCMD
-100.0%
+164.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.4% | +2.6% |
| 7D | -2.8% | -8.0% | +5.2% | -2.8% |
| 30D | -28.2% | -27.9% | -0.3% | -28.1% |
| 3M | -17.6% | -74.6% | +57.0% | -17.3% |
| 6M | -11.8% | -99.5% | +87.7% | -10.0% |
| YTD | -8.1% | -99.7% | +91.6% | -6.0% |
| 1Y | -12.0% | -99.9% | +87.9% | -9.6% |
| All | +64.2% | -100.0% | +164.1% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling