+45.9%
CSCO vs ZCMD
-99.9%
+145.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | -6.1% | -13.3% | +7.3% | -6.1% |
| 30D | -8.2% | -49.6% | +41.5% | -8.2% |
| 3M | -14.6% | -54.6% | +40.1% | -14.6% |
| 6M | +12.7% | -99.8% | +112.5% | +7.4% |
| YTD | +37.0% | -99.9% | +136.9% | +28.4% |
| 1Y | +45.9% | -99.9% | +145.8% | +35.3% |
| All | +45.9% | -99.9% | +145.8% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling