+684.3%
CIEN vs ZCMD
-100.0%
+784.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.1% |
| 7D | -15.2% | -8.0% | -7.2% | -15.1% |
| 30D | -21.5% | -27.9% | +6.4% | -21.3% |
| 3M | -40.1% | -74.6% | +34.5% | -40.1% |
| 6M | -6.6% | -99.5% | +92.9% | -4.3% |
| YTD | +37.3% | -99.7% | +137.0% | +41.1% |
| 1Y | +174.5% | -99.9% | +274.4% | +183.7% |
| 3Y | +562.3% | -100.0% | +662.3% | +599.8% |
| 5Y | +463.9% | -100.0% | +563.9% | +499.4% |
| All | +684.3% | -100.0% | +784.3% | +813.2% |
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