-47.4%
NKE vs ZCMD
-99.9%
+52.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.9% |
| 7D | -2.0% | -8.0% | +6.0% | -2.0% |
| 30D | -8.6% | -27.9% | +19.3% | -8.5% |
| 3M | -11.0% | -74.6% | +63.5% | -10.4% |
| 6M | -33.2% | -99.5% | +66.2% | -32.3% |
| YTD | -38.1% | -99.7% | +61.6% | -35.9% |
| 1Y | -47.4% | -99.9% | +52.5% | -44.0% |
| All | -47.4% | -99.9% | +52.5% | -44.0% |
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