-52.0%
FIG vs ZCMD
-99.9%
+47.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +2.8% |
| 7D | +3.4% | -7.7% | +11.1% | +3.3% |
| 30D | -9.5% | -34.8% | +25.3% | -9.8% |
| 3M | -26.2% | -56.3% | +30.1% | -26.8% |
| 6M | +2.7% | -99.7% | +102.4% | -7.5% |
| YTD | -48.0% | -99.9% | +51.9% | -51.7% |
| 1Y | -52.0% | -99.9% | +47.9% | -54.3% |
| All | -52.0% | -99.9% | +47.9% | -54.3% |
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