+115.0%
IR vs ZCMD
-100.0%
+215.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.3% |
| 7D | -2.8% | -8.0% | +5.2% | -2.7% |
| 30D | -15.1% | -27.9% | +12.7% | -14.7% |
| 3M | +6.1% | -74.6% | +80.6% | +5.4% |
| 6M | -16.8% | -99.5% | +82.6% | -11.6% |
| YTD | -3.5% | -99.7% | +96.2% | +4.6% |
| 1Y | -3.5% | -99.9% | +96.4% | +6.9% |
| 3Y | +9.5% | -100.0% | +109.5% | +30.2% |
| 5Y | +45.1% | -100.0% | +145.1% | +73.6% |
| All | +115.0% | -100.0% | +215.0% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling