+47.5%
FCX vs ZCMD
-99.9%
+147.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.9% |
| 7D | -0.3% | -7.7% | +7.4% | -0.1% |
| 30D | -14.7% | -34.8% | +20.1% | -14.0% |
| 3M | -11.2% | -56.3% | +45.1% | -10.0% |
| 6M | -11.4% | -99.7% | +88.3% | -7.6% |
| YTD | +17.7% | -99.9% | +117.6% | +26.1% |
| 1Y | +47.5% | -99.9% | +147.4% | +64.4% |
| All | +47.5% | -99.9% | +147.4% | +64.4% |
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