+145.2%
GOOGL vs ZCMD
-100.0%
+245.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -2.8% | -2.0% | -0.8% | -2.8% |
| 30D | -3.2% | -19.8% | +16.6% | -3.0% |
| 3M | -6.6% | -62.1% | +55.5% | -7.1% |
| 6M | +8.5% | -99.5% | +107.9% | +11.9% |
| YTD | +6.5% | -99.7% | +106.2% | +10.2% |
| 1Y | +39.4% | -99.9% | +139.3% | +44.9% |
| All | +145.2% | -100.0% | +245.2% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling