+86.5%
ICE vs ZCMD
-100.0%
+186.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.2% | -1.4% | +0.2% | -1.1% |
| 30D | +5.0% | -21.6% | +26.5% | +5.2% |
| 3M | +13.9% | -67.4% | +81.2% | +12.6% |
| 6M | -4.4% | -99.4% | +95.0% | -1.3% |
| YTD | -1.9% | -99.7% | +97.8% | +2.5% |
| 1Y | -8.1% | -99.9% | +91.8% | -2.9% |
| 3Y | +42.5% | -100.0% | +142.5% | +54.6% |
| 5Y | +40.6% | -100.0% | +140.6% | +52.9% |
| All | +86.5% | -100.0% | +186.5% | +108.6% |
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