-8.8%
IR vs ZCMD
-99.9%
+91.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -3.1% | -2.0% | -1.0% | -3.0% |
| 30D | -14.0% | -19.8% | +5.8% | -13.9% |
| 3M | +3.7% | -62.1% | +65.8% | +3.1% |
| 6M | -15.4% | -99.5% | +84.1% | -12.5% |
| YTD | -7.7% | -99.7% | +92.1% | -2.0% |
| 1Y | -8.8% | -99.9% | +91.1% | +3.8% |
| All | -8.8% | -99.9% | +91.1% | +3.8% |
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