+29.9%
LYB vs ZCMD
-100.0%
+129.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.1% | +6.1% | -0.8% |
| 7D | +0.3% | -5.4% | +5.7% | +0.4% |
| 30D | +2.5% | -24.8% | +27.2% | +2.8% |
| 3M | +1.4% | -62.8% | +64.2% | +0.2% |
| 6M | -3.5% | -99.5% | +96.0% | +3.1% |
| YTD | +52.0% | -99.8% | +151.7% | +65.1% |
| 1Y | +22.1% | -99.9% | +122.0% | +35.4% |
| 3Y | -22.8% | -100.0% | +77.2% | -8.9% |
| 5Y | -3.4% | -100.0% | +96.6% | +13.6% |
| All | +29.9% | -100.0% | +129.9% | +87.4% |
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