-42.6%
INTU vs ZCMD
-100.0%
+57.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.6% |
| 7D | -8.5% | -4.1% | -4.3% | -8.5% |
| 30D | -6.1% | -22.7% | +16.6% | -6.2% |
| 3M | +7.3% | -62.5% | +69.8% | +7.6% |
| 6M | -33.2% | -99.5% | +66.2% | -31.8% |
| YTD | -52.2% | -99.7% | +47.6% | -50.7% |
| 1Y | -52.7% | -99.9% | +47.2% | -50.9% |
| 3Y | -41.6% | -100.0% | +58.4% | -38.1% |
| 5Y | -42.6% | -100.0% | +57.3% | -38.3% |
| All | -42.6% | -100.0% | +57.3% | -38.3% |
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 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