-90.1%
FCEL vs ZCMD
-100.0%
+9.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.7% | -6.8% |
| 7D | +15.1% | -4.1% | +19.2% | +15.2% |
| 30D | -16.4% | -22.7% | +6.3% | -15.9% |
| 3M | -5.3% | -62.5% | +57.2% | -8.0% |
| 6M | +124.5% | -99.5% | +224.0% | +136.9% |
| YTD | +126.7% | -99.7% | +226.4% | +145.1% |
| 1Y | +219.9% | -99.9% | +319.8% | +255.9% |
| 3Y | -61.6% | -100.0% | +38.3% | -57.7% |
| All | -90.1% | -100.0% | +9.9% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling