+423.6%
COMP vs ZCMD
-100.0%
+523.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.7% |
| 7D | 0.0% | -7.7% | +7.7% | 0.0% |
| 30D | +16.6% | -34.8% | +51.3% | +16.6% |
| 3M | -23.5% | -56.3% | +32.8% | -23.5% |
| 6M | +25.7% | -99.7% | +125.4% | +27.8% |
| YTD | -3.4% | -99.9% | +96.5% | -2.1% |
| 1Y | +7.6% | -99.9% | +107.5% | +8.9% |
| 3Y | +423.6% | -100.0% | +523.6% | +395.7% |
| All | +423.6% | -100.0% | +523.6% | +395.7% |
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