+148.8%
C vs ZCMD
-100.0%
+248.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.3% |
| 7D | +3.6% | -8.0% | +11.6% | +3.7% |
| 30D | +0.1% | -27.9% | +27.9% | +0.3% |
| 3M | +2.4% | -74.6% | +77.0% | +2.0% |
| 6M | +24.9% | -99.5% | +124.4% | +28.8% |
| YTD | +19.8% | -99.7% | +119.6% | +24.9% |
| 1Y | +44.9% | -99.9% | +144.7% | +52.6% |
| 3Y | +263.0% | -100.0% | +363.0% | +302.5% |
| 5Y | +129.5% | -100.0% | +229.5% | +155.6% |
| All | +148.8% | -100.0% | +248.8% | +224.8% |
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 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