+69.1%
CSCO vs ZCMD
-99.9%
+169.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.1% | +11.4% | +4.4% |
| 7D | +2.7% | -5.4% | +8.1% | +2.7% |
| 30D | -9.5% | -24.8% | +15.3% | -9.5% |
| 3M | -7.6% | -62.8% | +55.2% | -8.4% |
| 6M | +44.9% | -99.5% | +144.4% | +39.7% |
| YTD | +47.7% | -99.8% | +147.4% | +41.3% |
| 1Y | +69.1% | -99.9% | +169.0% | +64.8% |
| All | +69.1% | -99.9% | +169.0% | +64.8% |
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