-2.8%
DOW vs ZCMD
-100.0%
+97.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | +2.0% | -21.6% | +23.5% | +2.3% |
| 3M | -12.5% | -67.4% | +54.8% | -13.2% |
| 6M | -9.2% | -99.4% | +90.2% | -2.9% |
| YTD | +30.8% | -99.7% | +130.5% | +42.8% |
| 1Y | +29.4% | -99.9% | +129.3% | +44.2% |
| 3Y | -34.6% | -100.0% | +65.4% | -21.2% |
| 5Y | -35.9% | -100.0% | +64.0% | -23.1% |
| All | -2.8% | -100.0% | +97.1% | +55.5% |
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