+392.8%
GOOGL vs ZCMD
-100.0%
+492.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | -4.4% | -21.6% | +17.1% | -4.2% |
| 3M | -6.8% | -67.4% | +60.6% | -7.2% |
| 6M | +13.6% | -99.4% | +113.0% | +18.0% |
| YTD | +8.3% | -99.7% | +108.1% | +13.5% |
| 1Y | +44.9% | -99.9% | +144.8% | +53.1% |
| 3Y | +150.5% | -100.0% | +250.5% | +170.9% |
| 5Y | +137.7% | -100.0% | +237.7% | +158.1% |
| All | +392.8% | -100.0% | +492.8% | +487.0% |
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