+22.6%
D vs ZCMD
-99.9%
+122.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.5% | +4.5% |
| 7D | +8.5% | -13.3% | +21.8% | +8.5% |
| 30D | +14.3% | -49.6% | +63.9% | +14.5% |
| 3M | +1.8% | -54.6% | +56.4% | +2.0% |
| 6M | +13.0% | -99.8% | +112.8% | +15.7% |
| YTD | +22.7% | -99.9% | +122.6% | +25.0% |
| 1Y | +22.6% | -99.9% | +122.5% | +27.1% |
| All | +22.6% | -99.9% | +122.5% | +27.1% |
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 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