+8.5%
IR vs ZCMD
-100.0%
+108.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.6% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | -13.6% | -21.6% | +8.0% | -13.5% |
| 3M | +3.7% | -67.4% | +71.0% | +3.1% |
| 6M | -13.1% | -99.4% | +86.4% | -10.8% |
| YTD | -5.1% | -99.7% | +94.6% | -1.6% |
| 1Y | -6.5% | -99.9% | +93.4% | -2.1% |
| 3Y | +8.5% | -100.0% | +108.5% | +14.9% |
| All | +8.5% | -100.0% | +108.5% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling