-42.4%
IT vs ZCMD
-100.0%
+57.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.6% |
| 7D | +1.1% | -7.7% | +8.8% | +1.0% |
| 30D | -1.8% | -34.8% | +32.9% | -2.3% |
| 3M | +4.8% | -56.3% | +61.1% | +4.0% |
| 6M | +33.0% | -99.7% | +132.7% | +34.3% |
| YTD | -23.8% | -99.9% | +76.0% | -22.5% |
| 1Y | -16.5% | -99.9% | +83.4% | -14.9% |
| 3Y | -53.6% | -100.0% | +46.4% | -52.6% |
| All | -42.4% | -100.0% | +57.6% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling