+322.3%
COR vs ZCMD
-100.0%
+422.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.9% | -1.9% |
| 7D | +2.8% | -8.0% | +10.8% | +2.7% |
| 30D | +4.5% | -27.9% | +32.4% | +4.4% |
| 3M | +22.7% | -74.6% | +97.2% | +22.8% |
| 6M | -9.7% | -99.5% | +89.7% | -10.5% |
| YTD | -1.4% | -99.7% | +98.3% | -2.4% |
| 1Y | +13.9% | -99.9% | +113.8% | +13.0% |
| 3Y | +94.0% | -100.0% | +194.0% | +95.6% |
| 5Y | +184.0% | -100.0% | +284.0% | +186.6% |
| All | +322.3% | -100.0% | +422.3% | +352.0% |
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