+61.9%
D vs ZCMD
-100.0%
+161.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | -0.7% | -21.6% | +20.8% | -0.7% |
| 3M | +2.1% | -67.4% | +69.4% | +2.0% |
| 6M | +6.8% | -99.4% | +106.3% | +6.6% |
| YTD | +16.5% | -99.7% | +116.3% | +16.0% |
| 1Y | +19.2% | -99.9% | +119.0% | +18.3% |
| 3Y | +61.9% | -100.0% | +161.9% | +53.1% |
| All | +61.9% | -100.0% | +161.9% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling