+8.5%
NI vs ZCMD
-99.9%
+108.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.5% |
| 7D | +3.9% | -13.3% | +17.3% | +4.0% |
| 30D | +15.3% | -49.6% | +64.9% | +15.7% |
| 3M | +2.4% | -54.6% | +57.0% | +2.7% |
| 6M | -4.5% | -99.8% | +95.2% | +1.0% |
| YTD | +11.4% | -99.9% | +111.2% | +18.2% |
| 1Y | +8.5% | -99.9% | +108.4% | +16.7% |
| All | +8.5% | -99.9% | +108.4% | +16.7% |
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