+210.2%
NEM vs ZCMD
-100.0%
+310.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +3.9% | -1.4% | +5.2% | +3.9% |
| 30D | +12.7% | -21.6% | +34.3% | +13.1% |
| 3M | +28.7% | -67.4% | +96.0% | +27.3% |
| 6M | +9.8% | -99.4% | +109.2% | +14.5% |
| YTD | +28.1% | -99.7% | +127.8% | +35.6% |
| 1Y | +69.3% | -99.9% | +169.2% | +81.8% |
| 3Y | +247.7% | -100.0% | +347.7% | +289.4% |
| 5Y | +153.4% | -100.0% | +253.4% | +184.9% |
| All | +210.2% | -100.0% | +310.2% | +299.5% |
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