-49.3%
COMP vs ZCMD
-100.0%
+50.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 3M | -18.8% | -54.9% | +36.0% | -18.7% |
| 6M | +10.5% | -99.8% | +110.3% | +13.2% |
| YTD | -3.4% | -99.9% | +96.4% | -1.3% |
| 1Y | +19.7% | -99.9% | +119.6% | +22.2% |
| 3Y | +381.6% | -100.0% | +481.6% | +386.6% |
| 5Y | -17.6% | -100.0% | +82.4% | -10.8% |
| All | -49.3% | -100.0% | +50.7% | -44.4% |
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