+343.7%
DE vs ZCMD
-100.0%
+443.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.6% |
| 7D | -3.0% | -4.1% | +1.1% | -3.0% |
| 30D | +11.1% | -22.7% | +33.9% | +11.3% |
| 3M | +17.6% | -62.5% | +80.1% | +16.5% |
| 6M | +13.6% | -99.5% | +113.0% | +14.7% |
| YTD | +46.3% | -99.7% | +146.0% | +48.4% |
| 1Y | +44.2% | -99.9% | +144.1% | +47.5% |
| 3Y | +76.6% | -100.0% | +176.6% | +87.1% |
| 5Y | +98.2% | -100.0% | +198.2% | +109.8% |
| All | +343.7% | -100.0% | +443.7% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling