+209.6%
FDX vs ZCMD
-100.0%
+309.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | -0.5% |
| 7D | -2.5% | -8.0% | +5.5% | -2.4% |
| 30D | +3.8% | -27.9% | +31.7% | +4.1% |
| 3M | -1.3% | -74.6% | +73.3% | -1.6% |
| 6M | +5.0% | -99.5% | +104.5% | +9.0% |
| YTD | +39.6% | -99.7% | +139.4% | +46.8% |
| 1Y | +81.1% | -99.9% | +181.0% | +93.1% |
| 3Y | +63.0% | -100.0% | +163.0% | +84.8% |
| 5Y | +65.6% | -100.0% | +165.6% | +88.4% |
| All | +209.6% | -100.0% | +309.6% | +303.1% |
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