-43.5%
INTU vs ZCMD
-100.0%
+56.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.7% |
| 7D | -4.1% | -2.9% | -1.2% | -4.1% |
| 30D | +12.8% | -28.5% | +41.3% | +12.7% |
| 3M | +2.1% | -56.5% | +58.6% | +1.8% |
| 6M | -11.5% | -99.7% | +88.2% | -10.0% |
| YTD | -47.9% | -99.9% | +51.9% | -46.5% |
| 1Y | -47.7% | -99.9% | +52.2% | -46.0% |
| 3Y | -34.0% | -100.0% | +66.0% | -30.4% |
| 5Y | -43.5% | -100.0% | +56.5% | -38.4% |
| All | -43.5% | -100.0% | +56.5% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling