+29.2%
DOW vs ZCMD
-99.9%
+129.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.7% | -3.0% |
| 7D | -2.4% | -8.0% | +5.6% | -2.3% |
| 30D | +0.4% | -27.9% | +28.3% | +0.7% |
| 3M | -14.4% | -74.6% | +60.2% | -13.5% |
| 6M | -7.0% | -99.5% | +92.5% | +1.0% |
| YTD | +30.2% | -99.7% | +129.9% | +47.1% |
| 1Y | +29.2% | -99.9% | +129.1% | +55.3% |
| All | +29.2% | -99.9% | +129.1% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling