-29.9%
COMP vs ZCMD
-100.0%
+70.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.3% | +0.5% |
| 7D | +1.4% | -8.0% | +9.4% | +1.4% |
| 30D | -13.3% | -27.9% | +14.6% | -13.3% |
| 3M | +41.1% | -74.6% | +115.7% | +41.2% |
| 6M | +17.2% | -99.5% | +116.6% | +18.4% |
| YTD | +5.2% | -99.7% | +104.9% | +6.0% |
| 1Y | +18.9% | -99.9% | +118.8% | +19.4% |
| 3Y | +215.9% | -100.0% | +315.9% | +205.2% |
| All | -29.9% | -100.0% | +70.1% | -30.3% |
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