+21.8%
DOW vs ZCMD
-99.9%
+121.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -2.0% |
| 7D | -1.4% | -5.4% | +4.0% | -1.3% |
| 30D | -3.9% | -24.8% | +20.8% | -3.7% |
| 3M | -12.7% | -62.8% | +50.1% | -12.6% |
| 6M | -13.7% | -99.5% | +85.8% | -5.8% |
| YTD | +28.4% | -99.8% | +128.1% | +44.7% |
| 1Y | +21.8% | -99.9% | +121.7% | +47.9% |
| All | +21.8% | -99.9% | +121.7% | +47.9% |
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 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