+20.3%
EXE vs ZCMD
-100.0%
+120.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.6% |
| 7D | -2.7% | -4.1% | +1.4% | -2.7% |
| 30D | -0.4% | -22.7% | +22.4% | -0.2% |
| 3M | +9.5% | -62.5% | +72.0% | +9.2% |
| 6M | -9.3% | -99.5% | +90.1% | -8.1% |
| YTD | -10.9% | -99.7% | +88.8% | -9.4% |
| 1Y | +4.3% | -99.9% | +104.2% | +6.3% |
| All | +20.3% | -100.0% | +120.3% | +18.3% |
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