+99.3%
M vs ZCMD
-100.0%
+199.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +2.6% |
| 7D | +4.7% | -8.0% | +12.7% | +4.8% |
| 30D | -9.6% | -27.9% | +18.2% | -9.4% |
| 3M | +0.9% | -74.6% | +75.4% | +0.8% |
| 6M | +22.3% | -99.5% | +121.7% | +24.6% |
| YTD | +6.5% | -99.7% | +106.3% | +9.7% |
| 1Y | +38.8% | -99.9% | +138.7% | +44.3% |
| 3Y | +115.9% | -100.0% | +215.9% | +128.7% |
| 5Y | +28.6% | -100.0% | +128.6% | +36.8% |
| All | +99.3% | -100.0% | +199.3% | +108.6% |
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