-55.8%
FIG vs ZCMD
-99.9%
+44.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -4.4% |
| 7D | -16.3% | -8.0% | -8.3% | -16.4% |
| 30D | -14.3% | -27.9% | +13.6% | -14.7% |
| 3M | +7.2% | -74.6% | +81.7% | +7.1% |
| 6M | -18.6% | -99.5% | +80.8% | -24.0% |
| YTD | -35.5% | -99.7% | +64.3% | -37.4% |
| 1Y | -55.8% | -99.9% | +44.1% | -55.4% |
| All | -55.8% | -99.9% | +44.1% | -55.4% |
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