-15.3%
DIS vs ZCMD
-100.0%
+84.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.7% |
| 7D | -2.6% | -8.0% | +5.4% | -2.5% |
| 30D | +3.5% | -27.9% | +31.4% | +3.6% |
| 3M | +6.8% | -74.6% | +81.4% | +7.1% |
| 6M | +3.0% | -99.5% | +102.4% | +6.5% |
| YTD | -6.7% | -99.7% | +93.0% | -2.8% |
| 1Y | -10.1% | -99.9% | +89.8% | -5.8% |
| 3Y | +33.0% | -100.0% | +133.0% | +43.3% |
| 5Y | -40.0% | -100.0% | +60.0% | -35.1% |
| All | -15.3% | -100.0% | +84.7% | +2.6% |
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