+23.1%
COP vs ZCMD
-100.0%
+123.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | +15.6% | -21.6% | +37.2% | +15.7% |
| 3M | +14.3% | -67.4% | +81.7% | +14.1% |
| 6M | +17.0% | -99.4% | +116.4% | +21.2% |
| YTD | +47.4% | -99.7% | +147.2% | +54.5% |
| 1Y | +52.4% | -99.9% | +152.3% | +61.1% |
| All | +23.1% | -100.0% | +123.1% | +34.2% |
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