+629.4%
FCX vs ZCMD
-100.0%
+729.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +4.0% | +0.3% |
| 7D | -4.9% | -8.0% | +3.1% | -4.7% |
| 30D | +4.8% | -27.9% | +32.7% | +5.4% |
| 3M | +4.6% | -74.6% | +79.2% | +4.2% |
| 6M | +10.8% | -99.5% | +110.3% | +16.7% |
| YTD | +44.2% | -99.7% | +144.0% | +54.6% |
| 1Y | +59.6% | -99.9% | +159.5% | +73.8% |
| 3Y | +82.2% | -100.0% | +182.2% | +121.1% |
| 5Y | +115.6% | -100.0% | +215.6% | +164.5% |
| All | +629.4% | -100.0% | +729.4% | +977.4% |
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 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