+2,184.6%
FIX vs ZCMD
-100.0%
+2,284.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.7% | +5.4% |
| 7D | -17.5% | -4.4% | -13.0% | -17.4% |
| 30D | -41.6% | -43.0% | +1.4% | -41.3% |
| 3M | -40.6% | -54.9% | +14.3% | -40.3% |
| 6M | -49.4% | -99.8% | +50.4% | -49.9% |
| YTD | +9.2% | -99.9% | +109.0% | +7.8% |
| 1Y | +6.5% | -99.9% | +106.4% | +4.9% |
| 3Y | +448.7% | -100.0% | +548.7% | +441.1% |
| 5Y | +948.7% | -100.0% | +1,048.7% | +938.6% |
| All | +2,184.6% | -100.0% | +2,284.6% | +2,296.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling