-4.2%
ES vs ZCMD
-100.0%
+95.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.5% |
| 7D | -0.1% | +9.1% | -9.1% | -0.1% |
| 30D | +5.7% | -37.1% | +42.8% | +5.8% |
| 3M | -2.8% | -53.7% | +50.9% | -2.6% |
| 6M | +7.0% | -99.7% | +106.6% | +8.4% |
| YTD | +6.8% | -99.9% | +106.6% | +8.4% |
| 1Y | -0.5% | -99.9% | +99.4% | +1.1% |
| 3Y | +47.2% | -100.0% | +147.2% | +49.7% |
| 5Y | +2.3% | -100.0% | +102.3% | +4.2% |
| All | -4.2% | -100.0% | +95.8% | -5.4% |
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