-17.9%
COMP vs ZCMD
-100.0%
+82.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +9.0% | +10.7% |
| 7D | +13.4% | -4.4% | +17.9% | +13.4% |
| 30D | +11.1% | -43.0% | +54.1% | +11.0% |
| 3M | -18.8% | -54.9% | +36.0% | -18.9% |
| 6M | +10.5% | -99.8% | +110.3% | +11.4% |
| YTD | -3.4% | -99.9% | +96.4% | -3.1% |
| 1Y | +19.7% | -99.9% | +119.6% | +19.7% |
| 3Y | +381.6% | -100.0% | +481.6% | +358.1% |
| All | -17.9% | -100.0% | +82.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling