+98.5%
FLEX vs ZCMD
-99.9%
+198.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.5% |
| 7D | -0.9% | -8.0% | +7.1% | -0.8% |
| 30D | -10.1% | -27.9% | +17.7% | -10.0% |
| 3M | -31.3% | -74.6% | +43.2% | -32.0% |
| 6M | +71.3% | -99.5% | +170.7% | +65.3% |
| YTD | +81.2% | -99.7% | +181.0% | +70.1% |
| 1Y | +98.5% | -99.9% | +198.4% | +82.9% |
| All | +98.5% | -99.9% | +198.4% | +82.9% |
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 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