+25.7%
C vs ZCMD
-99.9%
+125.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | +4.2% | -7.7% | +11.9% | +4.2% |
| 30D | +2.0% | -34.8% | +36.8% | +2.0% |
| 3M | -10.1% | -56.3% | +46.2% | -10.1% |
| 6M | +1.0% | -99.7% | +100.7% | +2.2% |
| YTD | +8.5% | -99.9% | +108.3% | +11.2% |
| 1Y | +25.7% | -99.9% | +125.6% | +33.9% |
| All | +25.7% | -99.9% | +125.6% | +33.9% |
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