+62.3%
EXC vs ZCMD
-100.0%
+162.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | -1.0% |
| 7D | +0.3% | -8.0% | +8.3% | +0.3% |
| 30D | -3.7% | -27.9% | +24.2% | -3.6% |
| 3M | -1.3% | -74.6% | +73.3% | -1.3% |
| 6M | -9.7% | -99.5% | +89.7% | -7.5% |
| YTD | +2.9% | -99.7% | +102.6% | +6.0% |
| 1Y | +4.4% | -99.9% | +104.3% | +8.1% |
| 3Y | +22.2% | -100.0% | +122.2% | +29.8% |
| 5Y | +46.7% | -100.0% | +146.7% | +56.1% |
| All | +62.3% | -100.0% | +162.3% | +90.5% |
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