-55.3%
NKE vs ZCMD
-100.0%
+44.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.0% |
| 7D | -2.3% | -4.1% | +1.8% | -2.3% |
| 30D | -10.4% | -22.7% | +12.4% | -10.4% |
| 3M | -15.5% | -62.5% | +47.0% | -15.2% |
| 6M | -32.6% | -99.5% | +66.8% | -32.6% |
| YTD | -39.8% | -99.7% | +59.9% | -39.8% |
| 1Y | -47.6% | -99.9% | +52.3% | -47.7% |
| 3Y | -59.0% | -100.0% | +41.0% | -57.7% |
| 5Y | -74.9% | -100.0% | +25.1% | -74.0% |
| All | -55.3% | -100.0% | +44.7% | -53.4% |
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