+377.5%
GOOG vs ZCMD
-100.0%
+477.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.1% |
| 7D | -1.6% | -4.1% | +2.6% | -1.5% |
| 30D | -7.7% | -22.7% | +15.1% | -7.4% |
| 3M | -9.3% | -62.5% | +53.2% | -10.0% |
| 6M | +7.4% | -99.5% | +106.9% | +11.4% |
| YTD | +4.9% | -99.7% | +104.6% | +9.5% |
| 1Y | +37.2% | -99.9% | +137.1% | +44.6% |
| 3Y | +141.6% | -100.0% | +241.6% | +159.9% |
| 5Y | +128.8% | -100.0% | +228.7% | +147.2% |
| All | +377.5% | -100.0% | +477.5% | +463.1% |
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