+1,077.6%
FLEX vs ZCMD
-100.0%
+1,177.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.5% |
| 7D | -0.9% | -8.0% | +7.1% | -0.8% |
| 30D | -10.1% | -27.9% | +17.7% | -9.9% |
| 3M | -31.3% | -74.6% | +43.2% | -31.7% |
| 6M | +71.3% | -99.5% | +170.7% | +73.9% |
| YTD | +81.2% | -99.7% | +181.0% | +85.2% |
| 1Y | +98.5% | -99.9% | +198.4% | +104.6% |
| 3Y | +428.2% | -100.0% | +528.2% | +481.1% |
| 5Y | +657.3% | -100.0% | +757.3% | +738.7% |
| All | +1,077.6% | -100.0% | +1,177.6% | +1,491.4% |
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