+21.4%
FRSH vs ZCMD
-99.9%
+121.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.0% | -3.3% | -6.4% |
| 7D | -13.8% | -13.3% | -0.5% | -14.1% |
| 30D | +0.3% | -49.6% | +49.9% | -1.3% |
| 3M | +10.1% | -54.6% | +64.8% | +8.3% |
| 6M | +47.7% | -99.8% | +147.4% | +49.2% |
| YTD | +8.2% | -99.9% | +108.1% | +13.1% |
| 1Y | +21.4% | -99.9% | +121.3% | +32.3% |
| All | +21.4% | -99.9% | +121.3% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling