+130.6%
FROG vs ZCMD
-100.0%
+230.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -5.5% | -1.4% | -4.1% | -5.5% |
| 30D | -3.1% | -21.6% | +18.5% | -3.5% |
| 3M | +1.2% | -67.4% | +68.6% | +2.3% |
| 6M | +113.7% | -99.4% | +213.1% | +111.3% |
| YTD | +38.9% | -99.7% | +138.6% | +39.8% |
| 1Y | +72.0% | -99.9% | +171.9% | +76.0% |
| 3Y | +217.1% | -100.0% | +317.1% | +243.2% |
| 5Y | +130.6% | -100.0% | +230.6% | +151.8% |
| All | +130.6% | -100.0% | +230.6% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling