+175.7%
F vs ZCMD
-100.0%
+275.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.5% |
| 7D | +5.3% | -8.0% | +13.3% | +5.5% |
| 30D | +4.6% | -27.9% | +32.5% | +5.0% |
| 3M | -3.7% | -74.6% | +70.9% | -4.3% |
| 6M | +16.8% | -99.5% | +116.3% | +21.1% |
| YTD | +15.3% | -99.7% | +115.0% | +21.7% |
| 1Y | +31.0% | -99.9% | +130.9% | +40.8% |
| 3Y | +45.4% | -100.0% | +145.4% | +66.8% |
| 5Y | +54.7% | -100.0% | +154.7% | +78.3% |
| All | +175.7% | -100.0% | +275.7% | +238.3% |
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 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