+183.2%
NDAQ vs ZCMD
-100.0%
+283.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.9% | -1.8% |
| 7D | -2.4% | -8.0% | +5.6% | -2.4% |
| 30D | +2.5% | -27.9% | +30.3% | +2.5% |
| 3M | +9.9% | -74.6% | +84.5% | +9.8% |
| 6M | +9.4% | -99.5% | +108.9% | +11.0% |
| YTD | +0.4% | -99.7% | +100.2% | +2.4% |
| 1Y | +4.0% | -99.9% | +103.9% | +6.4% |
| 3Y | +94.4% | -100.0% | +194.4% | +102.5% |
| 5Y | +56.7% | -100.0% | +156.7% | +63.5% |
| All | +183.2% | -100.0% | +283.2% | +191.9% |
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