-13.6%
NIO vs ZCMD
-100.0%
+86.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.2% | -1.4% |
| 7D | -13.0% | -8.0% | -5.0% | -12.8% |
| 30D | -18.3% | -27.9% | +9.6% | -17.6% |
| 3M | -33.2% | -74.6% | +41.4% | -33.9% |
| 6M | -21.5% | -99.5% | +78.0% | -10.9% |
| YTD | -25.5% | -99.7% | +74.3% | -12.5% |
| 1Y | -38.0% | -99.9% | +61.9% | -24.0% |
| 3Y | -65.5% | -100.0% | +34.5% | -50.1% |
| 5Y | -90.6% | -100.0% | +9.4% | -86.0% |
| All | -13.6% | -100.0% | +86.4% | +43.6% |
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