+94.3%
BURL vs ZCMD
-100.0%
+194.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.6% | -1.2% |
| 7D | +5.9% | -3.0% | +8.9% | +5.9% |
| 30D | -8.3% | -39.5% | +31.2% | -8.1% |
| 3M | -31.6% | -57.8% | +26.2% | -31.4% |
| 6M | -16.6% | -99.7% | +83.1% | -14.7% |
| YTD | -12.1% | -99.9% | +87.8% | -9.8% |
| 1Y | -10.0% | -99.9% | +89.9% | -7.6% |
| 3Y | +94.3% | -100.0% | +194.3% | +110.8% |
| All | +94.3% | -100.0% | +194.3% | +110.8% |
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