+25.9%
LUV vs ZCMD
-99.9%
+125.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.0% | +8.5% | +1.5% |
| 7D | -1.0% | -5.4% | +4.4% | -0.9% |
| 30D | -12.4% | -24.8% | +12.4% | -12.3% |
| 3M | -11.0% | -62.8% | +51.8% | -10.2% |
| 6M | -5.0% | -99.5% | +94.6% | +3.9% |
| YTD | -3.8% | -99.8% | +96.0% | +8.8% |
| 1Y | +25.9% | -99.9% | +125.8% | +48.7% |
| All | +25.9% | -99.9% | +125.8% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling