-51.1%
FIS vs ZCMD
-99.9%
+48.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -3.0% | -20.7% | -23.7% |
| 7D | -18.4% | -13.3% | -5.1% | -18.5% |
| 30D | -11.4% | -49.6% | +38.3% | -11.9% |
| 3M | -32.0% | -54.6% | +22.6% | -32.4% |
| 6M | -35.6% | -99.8% | +64.2% | -32.0% |
| YTD | -53.8% | -99.9% | +46.1% | -50.3% |
| 1Y | -51.1% | -99.9% | +48.8% | -46.1% |
| All | -51.1% | -99.9% | +48.8% | -46.1% |
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 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