+55.3%
DTE vs ZCMD
-100.0%
+155.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | -0.5% | -22.7% | +22.2% | -0.4% |
| 3M | -6.0% | -62.5% | +56.5% | -6.2% |
| 6M | -7.2% | -99.5% | +92.2% | -5.0% |
| YTD | +7.2% | -99.7% | +106.9% | +10.2% |
| 1Y | +4.1% | -99.9% | +104.0% | +7.7% |
| 3Y | +46.9% | -100.0% | +146.9% | +55.2% |
| 5Y | +32.9% | -100.0% | +132.9% | +40.5% |
| All | +55.3% | -100.0% | +155.3% | +86.4% |
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