+134.4%
F vs ZCMD
-100.0%
+234.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | +1.0% | -3.0% | +4.0% | +1.0% |
| 30D | +2.1% | -39.5% | +41.6% | +2.9% |
| 3M | -10.3% | -57.8% | +47.5% | -9.3% |
| 6M | +3.3% | -99.7% | +102.9% | +8.0% |
| YTD | -2.0% | -99.9% | +97.9% | +4.2% |
| 1Y | -2.3% | -99.9% | +97.6% | +4.7% |
| 3Y | +49.9% | -100.0% | +149.9% | +71.7% |
| 5Y | -12.5% | -100.0% | +87.5% | +2.7% |
| All | +134.4% | -100.0% | +234.4% | +189.7% |
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