+198.9%
FROG vs ZCMD
-100.0%
+298.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +0.9% |
| 7D | +48.2% | -2.9% | +51.1% | +48.2% |
| 30D | +11.4% | -28.5% | +39.9% | +10.9% |
| 3M | +28.5% | -56.5% | +85.1% | +27.1% |
| 6M | +63.7% | -99.7% | +163.4% | +60.9% |
| YTD | +77.1% | -99.9% | +176.9% | +76.1% |
| 1Y | +79.3% | -99.9% | +179.2% | +79.8% |
| 3Y | +323.8% | -100.0% | +423.7% | +346.2% |
| 5Y | +198.9% | -100.0% | +298.9% | +232.4% |
| All | +198.9% | -100.0% | +298.9% | +232.4% |
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 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