+32.1%
IT vs ZCMD
-100.0%
+132.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -4.6% |
| 7D | -6.0% | -8.0% | +2.0% | -6.1% |
| 30D | 0.0% | -27.9% | +27.9% | -0.2% |
| 3M | +13.1% | -74.6% | +87.7% | +13.5% |
| 6M | +11.7% | -99.5% | +111.1% | +15.0% |
| YTD | -26.1% | -99.7% | +73.6% | -23.0% |
| 1Y | -21.3% | -99.9% | +78.6% | -17.5% |
| 3Y | -46.7% | -100.0% | +53.2% | -42.6% |
| 5Y | -40.5% | -100.0% | +59.5% | -35.7% |
| All | +32.1% | -100.0% | +132.1% | +69.9% |
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 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