-3.5%
IR vs ZCMD
-99.9%
+96.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.0% | +1.3% |
| 7D | -2.8% | -8.0% | +5.2% | -2.8% |
| 30D | -15.1% | -27.9% | +12.8% | -14.9% |
| 3M | +6.1% | -74.6% | +80.7% | +5.6% |
| 6M | -16.8% | -99.5% | +82.6% | -14.6% |
| YTD | -3.5% | -99.7% | +96.2% | +1.5% |
| 1Y | -3.5% | -99.9% | +96.4% | +8.3% |
| All | -3.5% | -99.9% | +96.4% | +8.3% |
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 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