+317.2%
FROG vs ZCMD
-100.0%
+417.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +0.9% |
| 7D | +48.2% | -2.9% | +51.1% | +48.1% |
| 30D | +11.4% | -28.5% | +39.9% | +10.7% |
| 3M | +28.5% | -56.5% | +85.1% | +26.7% |
| 6M | +63.7% | -99.7% | +163.4% | +57.8% |
| YTD | +77.1% | -99.9% | +176.9% | +72.1% |
| 1Y | +79.3% | -99.9% | +179.2% | +75.4% |
| All | +317.2% | -100.0% | +417.2% | +308.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling