+592.2%
CIEN vs ZCMD
-100.0%
+692.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.0% |
| 7D | -4.6% | -4.1% | -0.4% | -4.5% |
| 30D | -12.8% | -22.7% | +9.9% | -12.7% |
| 3M | -23.1% | -62.5% | +39.4% | -23.3% |
| 6M | +6.1% | -99.5% | +105.6% | +7.4% |
| YTD | +44.5% | -99.7% | +144.3% | +45.8% |
| 1Y | +176.6% | -99.9% | +276.5% | +179.0% |
| All | +592.2% | -100.0% | +692.2% | +561.9% |
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 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