+47.6%
F vs ZCMD
-100.0%
+147.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.5% |
| 7D | +5.3% | -8.0% | +13.3% | +5.4% |
| 30D | +4.6% | -27.9% | +32.5% | +4.8% |
| 3M | -3.7% | -74.6% | +70.9% | -4.3% |
| 6M | +16.8% | -99.5% | +116.3% | +15.9% |
| YTD | +15.3% | -99.7% | +115.0% | +15.2% |
| 1Y | +31.0% | -99.9% | +130.9% | +31.8% |
| All | +47.6% | -100.0% | +147.6% | +44.4% |
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