+182.6%
DECK vs ZCMD
-100.0%
+282.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.6% |
| 7D | -2.2% | -8.0% | +5.8% | -2.1% |
| 30D | -13.6% | -27.9% | +14.3% | -13.3% |
| 3M | -21.2% | -74.6% | +53.3% | -21.1% |
| 6M | -21.1% | -99.5% | +78.4% | -16.7% |
| YTD | -17.2% | -99.7% | +82.5% | -11.4% |
| 1Y | -30.7% | -99.9% | +69.1% | -25.0% |
| 3Y | -3.4% | -100.0% | +96.6% | +11.0% |
| 5Y | +25.5% | -100.0% | +125.5% | +45.0% |
| All | +182.6% | -100.0% | +282.6% | +290.6% |
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