-80.9%
FIG vs ZCMD
-99.9%
+18.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -3.2% |
| 7D | -14.5% | -4.1% | -10.3% | -14.5% |
| 30D | -13.3% | -22.7% | +9.4% | -13.7% |
| 3M | +7.4% | -62.5% | +69.9% | +8.2% |
| 6M | -27.8% | -99.5% | +71.7% | -36.1% |
| YTD | -41.1% | -99.7% | +58.6% | -48.1% |
| 1Y | -58.7% | -99.9% | +41.2% | -66.4% |
| All | -80.9% | -99.9% | +18.9% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling