+6.6%
BURL vs ZCMD
-100.0%
+106.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | +3.5% | -12.9% | +16.4% | +3.5% |
| 30D | -9.3% | -45.3% | +36.0% | -9.0% |
| 3M | -32.1% | -59.4% | +27.3% | -31.8% |
| 6M | -19.8% | -99.8% | +80.0% | -17.6% |
| YTD | -13.2% | -99.9% | +86.7% | -10.6% |
| 1Y | -7.8% | -99.9% | +92.1% | -4.9% |
| 3Y | +89.3% | -100.0% | +189.3% | +99.2% |
| 5Y | -15.8% | -100.0% | +84.2% | -11.1% |
| All | +6.6% | -100.0% | +106.6% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling