-15.9%
BURL vs ZCMD
-100.0%
+84.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.6% |
| 7D | +4.1% | -4.4% | +8.5% | +4.1% |
| 30D | -9.5% | -43.0% | +33.5% | -9.3% |
| 3M | -33.5% | -54.9% | +21.3% | -33.3% |
| 6M | -22.1% | -99.8% | +77.7% | -20.3% |
| YTD | -14.6% | -99.9% | +85.3% | -12.5% |
| 1Y | -8.4% | -99.9% | +91.5% | -6.0% |
| 3Y | +86.6% | -100.0% | +186.6% | +94.7% |
| All | -15.9% | -100.0% | +84.1% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling