-74.7%
NKE vs ZCMD
-100.0%
+25.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.5% |
| 7D | -4.2% | -5.4% | +1.3% | -4.2% |
| 30D | -8.2% | -24.8% | +16.6% | -8.3% |
| 3M | -19.1% | -62.8% | +43.7% | -18.6% |
| 6M | -32.6% | -99.5% | +66.9% | -34.0% |
| YTD | -40.7% | -99.8% | +59.0% | -42.2% |
| 1Y | -48.9% | -99.9% | +51.0% | -50.7% |
| 3Y | -59.2% | -100.0% | +40.8% | -60.2% |
| All | -74.7% | -100.0% | +25.3% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling