+35.2%
FROG vs ZCMD
-100.0%
+135.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -3.4% |
| 7D | -11.3% | -8.0% | -3.3% | -11.4% |
| 30D | +3.6% | -27.9% | +31.5% | +3.2% |
| 3M | +1.7% | -74.6% | +76.3% | +2.4% |
| 6M | +123.5% | -99.5% | +223.0% | +124.7% |
| YTD | +40.2% | -99.7% | +140.0% | +43.8% |
| 1Y | +81.0% | -99.9% | +180.9% | +89.2% |
| 3Y | +194.8% | -100.0% | +294.7% | +228.7% |
| 5Y | +131.8% | -100.0% | +231.8% | +162.5% |
| All | +35.2% | -100.0% | +135.2% | +52.3% |
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