+14.4%
FIX vs ZCMD
-99.9%
+114.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.0% | -12.1% | -15.0% |
| 7D | -18.9% | -13.3% | -5.6% | -18.7% |
| 30D | -36.3% | -49.6% | +13.3% | -35.6% |
| 3M | -38.5% | -54.6% | +16.1% | -37.9% |
| 6M | -42.3% | -99.8% | +57.5% | -39.5% |
| YTD | +17.1% | -99.9% | +117.0% | +21.0% |
| 1Y | +14.4% | -99.9% | +114.3% | +15.7% |
| All | +14.4% | -99.9% | +114.3% | +15.7% |
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