+35.7%
DVA vs ZCMD
-99.9%
+135.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.0% | +1.2% |
| 7D | +1.8% | -8.0% | +9.9% | +1.7% |
| 30D | -2.5% | -27.9% | +25.4% | -2.7% |
| 3M | -4.3% | -74.6% | +70.3% | -3.8% |
| 6M | +18.9% | -99.5% | +118.3% | +16.5% |
| YTD | +61.9% | -99.7% | +161.7% | +53.8% |
| 1Y | +35.7% | -99.9% | +135.6% | +33.0% |
| All | +35.7% | -99.9% | +135.6% | +33.0% |
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