+14.5%
FIX vs ZCMD
-99.9%
+114.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +9.4% |
| 7D | -7.2% | +9.1% | -16.3% | -7.4% |
| 30D | -35.1% | -37.1% | +2.0% | -34.6% |
| 3M | -34.3% | -53.7% | +19.4% | -33.6% |
| 6M | -42.9% | -99.7% | +56.7% | -40.4% |
| YTD | +19.5% | -99.9% | +119.3% | +24.1% |
| All | +14.5% | -99.9% | +114.4% | +19.5% |
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