+1,145.9%
DELL vs ZCMD
-100.0%
+1,245.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -7.1% | +19.0% | +12.0% |
| 7D | +8.2% | -5.4% | +13.7% | +8.2% |
| 30D | +17.1% | -24.8% | +41.9% | +17.1% |
| 3M | +45.2% | -62.8% | +108.0% | +44.4% |
| 6M | +286.8% | -99.5% | +386.3% | +249.7% |
| YTD | +354.8% | -99.8% | +454.5% | +311.5% |
| 1Y | +358.3% | -99.9% | +458.2% | +313.5% |
| 3Y | +724.9% | -100.0% | +824.9% | +662.4% |
| All | +1,145.9% | -100.0% | +1,245.9% | +1,029.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling