+91.1%
NDAQ vs ZCMD
-100.0%
+191.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | -1.6% | -4.1% | +2.6% | -1.6% |
| 30D | -1.5% | -22.7% | +21.3% | -1.4% |
| 3M | +8.0% | -62.5% | +70.5% | +7.9% |
| 6M | +7.7% | -99.5% | +107.2% | +8.2% |
| YTD | -2.3% | -99.7% | +97.4% | -1.6% |
| 1Y | +0.6% | -99.9% | +100.5% | +1.1% |
| All | +91.1% | -100.0% | +191.1% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling