+42.4%
FCEL vs ZCMD
-99.9%
+142.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -3.0% | -5.8% |
| 7D | -14.9% | -13.3% | -1.5% | -14.3% |
| 30D | -41.7% | -49.6% | +8.0% | -40.1% |
| 3M | -53.2% | -54.6% | +1.5% | -51.9% |
| 6M | -19.0% | -99.8% | +80.7% | -10.1% |
| YTD | +44.2% | -99.9% | +144.0% | +67.5% |
| 1Y | +42.4% | -99.9% | +142.3% | +86.4% |
| All | +42.4% | -99.9% | +142.3% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling