+224.6%
COST vs ZCMD
-100.0%
+324.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.8% |
| 7D | -2.8% | -4.1% | +1.3% | -2.8% |
| 30D | -5.3% | -22.7% | +17.5% | -5.2% |
| 3M | -6.7% | -62.5% | +55.8% | -6.7% |
| 6M | -9.9% | -99.5% | +89.5% | -9.5% |
| YTD | +5.1% | -99.7% | +104.9% | +5.5% |
| 1Y | -7.3% | -99.9% | +92.6% | -7.1% |
| 3Y | +70.4% | -100.0% | +170.4% | +71.5% |
| 5Y | +104.4% | -100.0% | +204.4% | +106.0% |
| All | +224.6% | -100.0% | +324.6% | +242.1% |
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