+17.8%
INFY vs ZCMD
-100.0%
+117.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -9.8% | -2.0% | -7.7% | -9.8% |
| 30D | -13.4% | -19.8% | +6.4% | -13.4% |
| 3M | -7.2% | -62.1% | +54.8% | -7.1% |
| 6M | -20.6% | -99.5% | +78.9% | -16.6% |
| YTD | -37.5% | -99.7% | +62.3% | -33.4% |
| 1Y | -33.4% | -99.9% | +66.5% | -28.0% |
| 3Y | -32.4% | -100.0% | +67.6% | -22.9% |
| 5Y | -45.5% | -100.0% | +54.5% | -37.9% |
| All | +17.8% | -100.0% | +117.8% | +50.3% |
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