-1.6%
NDAQ vs ZCMD
-99.9%
+98.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.3% |
| 7D | -6.8% | -2.0% | -4.8% | -6.8% |
| 30D | -3.2% | -19.8% | +16.6% | -3.1% |
| 3M | +6.5% | -62.1% | +68.5% | +6.3% |
| 6M | +5.7% | -99.5% | +105.2% | +8.3% |
| YTD | -4.6% | -99.7% | +95.1% | +0.2% |
| 1Y | -1.6% | -99.9% | +98.3% | +2.2% |
| All | -1.6% | -99.9% | +98.3% | +2.2% |
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