+3,515.8%
FIX vs ZCMD
-100.0%
+3,615.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +1.9% |
| 7D | +6.0% | -8.0% | +14.0% | +6.1% |
| 30D | -7.2% | -27.9% | +20.6% | -7.1% |
| 3M | -15.9% | -74.6% | +58.7% | -16.5% |
| 6M | +12.7% | -99.5% | +112.2% | +11.4% |
| YTD | +72.8% | -99.7% | +172.5% | +70.0% |
| 1Y | +122.9% | -99.9% | +222.8% | +118.5% |
| 3Y | +774.3% | -100.0% | +874.3% | +759.8% |
| 5Y | +2,049.5% | -100.0% | +2,149.5% | +2,017.1% |
| All | +3,515.8% | -100.0% | +3,615.8% | +3,680.2% |
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