+1.5%
LQD vs ZCMD
-100.0%
+101.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.2% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | -0.2% | -22.7% | +22.5% | -0.2% |
| 3M | -1.7% | -62.5% | +60.8% | -1.8% |
| 6M | -2.7% | -99.5% | +96.8% | -1.9% |
| YTD | -1.4% | -99.7% | +98.3% | -0.4% |
| 1Y | -1.0% | -99.9% | +98.9% | +0.4% |
| 3Y | +15.1% | -100.0% | +115.0% | +18.4% |
| 5Y | -5.2% | -100.0% | +94.8% | -2.3% |
| All | +1.5% | -100.0% | +101.5% | +9.0% |
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 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