+46.1%
DE vs ZCMD
-99.9%
+146.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.6% |
| 7D | +5.6% | -13.3% | +18.9% | +5.7% |
| 30D | -0.8% | -49.6% | +48.8% | -0.4% |
| 3M | +9.8% | -54.6% | +64.5% | +10.3% |
| 6M | +17.5% | -99.8% | +117.3% | +14.5% |
| YTD | +46.5% | -99.9% | +146.3% | +41.5% |
| 1Y | +46.1% | -99.9% | +146.0% | +40.2% |
| All | +46.1% | -99.9% | +146.0% | +40.2% |
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