+16.3%
FIX vs ZCMD
-99.9%
+116.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -2.7% |
| 7D | +17.0% | -2.9% | +19.9% | +17.1% |
| 30D | -30.6% | -28.5% | -2.1% | -30.2% |
| 3M | -35.0% | -56.5% | +21.5% | -34.3% |
| 6M | -44.0% | -99.7% | +55.7% | -41.3% |
| YTD | +21.1% | -99.9% | +121.0% | +26.8% |
| 1Y | +16.3% | -99.9% | +116.2% | +23.5% |
| All | +16.3% | -99.9% | +116.2% | +23.5% |
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