-99.9%
DFNS vs ZCMD
-100.0%
+0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.0% | -8.6% | -4.3% |
| 7D | +4.6% | -4.1% | +8.8% | +4.4% |
| 30D | -73.9% | -22.7% | -51.2% | -74.2% |
| 3M | -71.7% | -62.5% | -9.2% | -69.5% |
| 6M | -94.6% | -99.5% | +4.9% | -95.2% |
| YTD | -98.1% | -99.7% | +1.7% | -98.4% |
| 1Y | -98.3% | -99.9% | +1.6% | -98.7% |
| 3Y | -99.9% | -100.0% | +0.1% | -99.9% |
| 5Y | -99.9% | -100.0% | +0.1% | -99.9% |
| All | -99.9% | -100.0% | +0.1% | -99.9% |
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