-50.8%
INTU vs ZCMD
-99.9%
+49.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.1% | +9.9% | +2.7% |
| 7D | -3.3% | -5.4% | +2.1% | -3.4% |
| 30D | -3.9% | -24.8% | +20.9% | -4.1% |
| 3M | +16.6% | -62.8% | +79.4% | +17.4% |
| 6M | -26.4% | -99.5% | +73.1% | -26.0% |
| YTD | -51.0% | -99.8% | +48.8% | -49.4% |
| 1Y | -50.8% | -99.9% | +49.1% | -46.6% |
| All | -50.8% | -99.9% | +49.1% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling