+89.0%
LOW vs ZCMD
-100.0%
+189.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.1% |
| 7D | -0.6% | -4.1% | +3.5% | -0.6% |
| 30D | -9.3% | -22.7% | +13.5% | -9.1% |
| 3M | -8.1% | -62.5% | +54.4% | -8.8% |
| 6M | -19.8% | -99.5% | +79.7% | -15.0% |
| YTD | -16.4% | -99.7% | +83.4% | -10.2% |
| 1Y | -24.7% | -99.9% | +75.2% | -17.7% |
| 3Y | -8.8% | -100.0% | +91.2% | +4.1% |
| 5Y | +7.8% | -100.0% | +107.8% | +23.1% |
| All | +89.0% | -100.0% | +189.0% | +156.7% |
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