+29.3%
EXC vs ZCMD
-100.0%
+129.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.3% |
| 7D | +0.1% | -3.0% | +3.1% | +0.1% |
| 30D | +9.0% | -39.5% | +48.5% | +9.1% |
| 3M | +3.3% | -57.8% | +61.1% | +3.3% |
| 6M | +5.7% | -99.7% | +105.3% | +6.7% |
| YTD | +7.3% | -99.9% | +107.2% | +8.5% |
| 1Y | +2.9% | -99.9% | +102.8% | +4.0% |
| 3Y | +29.3% | -100.0% | +129.3% | +27.4% |
| All | +29.3% | -100.0% | +129.3% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling