-51.6%
IT vs ZCMD
-100.0%
+48.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -1.6% |
| 7D | -9.1% | -4.1% | -5.0% | -9.2% |
| 30D | -12.2% | -22.7% | +10.6% | -12.4% |
| 3M | +7.8% | -62.5% | +70.3% | +8.5% |
| 6M | +2.0% | -99.5% | +101.4% | +3.6% |
| YTD | -32.7% | -99.7% | +67.0% | -31.1% |
| 1Y | -31.1% | -99.9% | +68.8% | -29.4% |
| All | -51.6% | -100.0% | +48.4% | -50.0% |
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