+89.4%
DD vs ZCMD
-100.0%
+189.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | +5.0% | -7.7% | +12.6% | +5.0% |
| 30D | +19.7% | -34.8% | +54.5% | +20.1% |
| 3M | +7.2% | -56.3% | +63.5% | +7.8% |
| 6M | +1.0% | -99.7% | +100.7% | +3.3% |
| YTD | +29.1% | -99.9% | +129.0% | +32.7% |
| 1Y | +28.5% | -99.9% | +128.4% | +32.3% |
| 3Y | +89.4% | -100.0% | +189.4% | +92.4% |
| All | +89.4% | -100.0% | +189.4% | +92.4% |
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