+19.7%
COMP vs ZCMD
-99.9%
+119.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +9.0% | +10.7% |
| 7D | +13.4% | -4.4% | +17.9% | +13.5% |
| 30D | +11.1% | -43.0% | +54.1% | +11.2% |
| 3M | -18.8% | -54.9% | +36.0% | -18.7% |
| 6M | +10.5% | -99.8% | +110.3% | +21.8% |
| YTD | -3.4% | -99.9% | +96.4% | +5.2% |
| 1Y | +19.7% | -99.9% | +119.6% | +28.9% |
| All | +19.7% | -99.9% | +119.6% | +28.9% |
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