-74.9%
FRSH vs ZCMD
-100.0%
+25.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.4% |
| 7D | -9.6% | -4.1% | -5.4% | -9.6% |
| 30D | -0.4% | -22.7% | +22.3% | -0.7% |
| 3M | +27.2% | -62.5% | +89.7% | +28.7% |
| 6M | +42.2% | -99.5% | +141.6% | +47.9% |
| YTD | -2.6% | -99.7% | +97.1% | +2.9% |
| 1Y | -10.2% | -99.9% | +89.7% | -3.9% |
| 3Y | -45.5% | -100.0% | +54.5% | -38.3% |
| All | -74.9% | -100.0% | +25.1% | -71.2% |
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