-3.2%
ES vs ZCMD
-100.0%
+96.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.6% |
| 7D | +0.3% | -8.0% | +8.3% | +0.3% |
| 30D | -2.0% | -27.9% | +25.9% | -1.9% |
| 3M | +1.7% | -74.6% | +76.3% | +1.7% |
| 6M | -3.5% | -99.5% | +95.9% | -2.4% |
| YTD | +7.9% | -99.7% | +107.7% | +9.4% |
| 1Y | +17.2% | -99.9% | +117.0% | +18.9% |
| 3Y | +29.3% | -100.0% | +129.3% | +31.5% |
| 5Y | -5.7% | -100.0% | +94.2% | -4.1% |
| All | -3.2% | -100.0% | +96.8% | -4.5% |
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